Strategy Builder Reference

Moving-average crossover entry/gate (fast MA vs slow MA, golden/death cross)

Price compared to a moving average (entry/gate/exit; level or cross semantics)

Uptrend/downtrend regime gate (direction:uptrend|downtrend, indicator:ema_cross|price_vs_ma=ema_cross, fast_period:int=20, slow_period:int=50)

ADX trend strength (period, op, threshold — e.g. ADX(14) >= 25 trending)

MA spread (fast vs slow, >0 = uptrend)

Gap from previous close

Rate of change over N bars

Volatility squeeze with breakout detection

ATR as % of price

Bollinger Band width percentile (0-100)

Volume percentile rank (0-100)

Volume relative to SMA (>2 = spike, <0.5 = dip)

Price distance from band (z-score or band multiple). Example band: {"band":"bollinger","length":20,"mult":2}

EDGE event: price touches/crosses a band edge (Bollinger, Keltner, Donchian) — fires on the touch / cross_in / cross_out bar. USE WHEN you want one-shot trigger on the boundary event. DO NOT USE when you want every bar price is outside the band — use 'band_level' for that level/state semantics. Sub-field `band` requires {band:bollinger|keltner|donchian|vwap_band, length:int, mult:float=2.0}. Aliases: period→length, std→mult. Note: std_dev is NOT accepted — use mult. Example band: {"band":"bollinger","length":20,"mult":2}

LEVEL event: price is currently inside or outside a band — true every bar the condition holds. USE WHEN gating (e.g. 'while price is outside upper Bollinger, suppress new entries'). DO NOT USE for one-shot triggers on band breach — use 'band_edge' for the touch / cross_in / cross_out edges. Level counterpart to 'band_edge'. Example band: {"band":"bollinger","length":20,"mult":2}

Price re-enters band from outside. Example band: {"band":"bollinger","length":20,"mult":2}

Anchored VWAP mean reversion signal

Price above N-bar high/low (level/state — true every bar; for edge-based use cross+swing)

Breakout followed by pullback retest

LEVEL comparison on continuous values: lhs op rhs, true every bar the relation holds. USE WHEN: gating on a sustained condition (e.g. close > SMA(200), RSI < 30 throughout the consolidation). DO NOT USE for one-shot edge events — use 'cross' to fire once on the crossing bar. DO NOT USE for membership in a discrete set — use 'in_set'. For named zones inspect builder_discover(action='get', ref='workflow:named_anchor_zone'); for anchor fields use value_ref:anchor.

EDGE event on continuous values: fires once on the bar where lhs crosses rhs (was below/above, now the other side). USE WHEN: price crosses a moving average, indicator crosses a level (e.g. RSI crosses 30), Stochastic K crosses D. DO NOT USE for discrete/categorical refs like supertrend.direction ({-1,+1}) — use 'transition' instead. DO NOT USE when you want every bar the relation holds — use 'compare' for level/state semantics. For named zones inspect builder_discover(action='get', ref='workflow:named_anchor_zone').

Price/indicator divergence (RSI, MACD, Stochastic, CCI, OBV)

Gap from previous close

LEVEL membership on discrete/categorical values: true every bar value ∈ members (or its negation). USE WHEN: gating on SuperTrend direction == +1, regime label in {bull, neutral}. DO NOT USE on continuous values — use 'compare' instead. Cleaner than anyOf(compare(value == m) ...). The discrete-valued counterpart to 'compare'.

Intermarket relationship signal

Spread between two instruments (ratio, difference, log_ratio, zscore)

Trailing breakout pattern. Example band: {"band":"bollinger","length":20,"mult":2}

Trailing band breakout entry (enter on band breach with trailing reference)

EDGE event on discrete/categorical values: fires once on the bar where ref's value differs from the prior bar (optionally constrained to a (from, to) pair). USE WHEN: SuperTrend direction flips (-1 → +1), regime label changes, any small-set categorical ref changes value. DO NOT USE on continuous values like price or RSI — use 'cross' for those. The discrete-valued counterpart to 'cross'.

Fair Value Gap -- 3-candle imbalance zones

Sweep below support then reclaim

Order Block -- institutional S/R zone

OTE -- Fibonacci retracement zone

Price crosses through a level — level_reference:(session_high|session_low|previous_high|previous_low|recent_support|recent_resistance)

Bar touches a price level — level_reference:(session_high|session_low|previous_high|previous_low|recent_support|recent_resistance)

Candlestick patterns (bullish_engulfing, bearish_engulfing, hammer, doji, morning_star, three_white_soldiers, etc. — see full enum via builder_discover(action='get', ref='condition:candle_pattern'))

Flag chart pattern (momentum + consolidation + breakout)

Pennant chart pattern

At least N of M conditions true on same bar — e.g. 3 of [CCI < -100, Donchian lower touch, volume spike, bullish divergence, hammer candle]

Condition true for N consecutive bars (or N of M with strict=false) — e.g. close > SMA(100) for 5 consecutive bars

Execute at a specific clock time (e.g. 'buy at 10:16'). Time is HH:MM in the exchange session timezone. Fires on the bar starting at that time; a market order fills the next bar, so precision equals the strategy resolution (run 1-minute bars for an exact time). Off-grid times snap to the nearest bar boundary and warn. Needs intraday bars.

Periodic schedule (daily, weekly, monthly)

End-of-day flatten exit: close open positions N minutes before session close. No-op for crypto (24h sessions); silently inert outside session. NaN trap: NotCondition wrapping evaluates True outside session; prefer AllOf with an in-session gate over Not.

React to external events (FOMC, earnings)

Session time-window gate (days + intraday window + timezone)

Day-of-week, time-of-day, month filters. days_of_week takes lowercase strings ['monday','tuesday',...] (NOT 0-6 integers); months_of_year takes ['january',...]. time_window is 'HH:MM-HH:MM' UTC by default.

Fixed stop-loss / take-profit / time-stop (supports take_profit_tiers for staged partial exits)

Single stop-loss threshold exit (simpler than fixed_targets when only SL needed)

Single take-profit threshold exit (simpler than fixed_targets when only TP needed)

Custom trailing state machine

Trailing stop from the extreme price since entry; trail distance is either an ATR multiple (atr_mult) or a percent (trail_pct)

Cross-sectional percentile of source in [0.0, 1.0] across portfolio siblings on current bar. Semantic alias for rank with explicit percentile interpretation. Requires universe/portfolio.

Cross-sectional z-score of source across portfolio siblings on current bar (sample stddev; 0.0 when N<2 or stddev==0). Requires universe/portfolio.

Cross-sectional rank of source in [0.0, 1.0] across portfolio siblings on current bar (lowest=0, highest=1). Requires universe/portfolio with 2+ symbols.

Compare this sleeve's source to a named sibling sleeve's sibling_source on current bar (pairs trades). Symbol must be a member of the portfolio universe.

Logical AND -- all child conditions must be true.

Always true -- fires on every bar. Use as a no-op placeholder or unconditional trigger.

Logical OR -- at least one child condition must be true.

Logical NOT -- inverts the inner condition.

Ordered sequence -- steps must fire in order, each optionally within N bars.