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Writing DSL by Hand

Coding

Authoring strategy JSON directly: the minimum document, small constructors that keep it readable, validating before anything runs, generating variants, and moving between hand-written JSON and the builder.

When to write DSL directly

Generating many variants (parameter sweeps, the same rules on many symbols) — a loop is clearer than clicking
Reviewing and versioning strategies as files, with diffs
Building strategies from another system and sending them to the engine or the API

For one , the builder is faster and catches mistakes as you go. Both produce the same document: the builder's shows exactly what you would write by .

The minimum viable strategy

Only entry.signals is needed to trade; give it a symbol.timeframe and a stop. Everything else has a default ( size of 1, 100,000 capital, one position, no costs).

ema-pullback.strategy.json

{
  "symbol": { "symbol": "BTCUSDT", "exchange": "binance", "timeframe": "15m" },
  "entry": { "signals": [{
    "id": "pullback",
    "conditions": { "and": [
      { "indicator": "EMA", "params": { "period": 21 }, "operator": ">", "value": { "indicator": "EMA", "params": { "period": 50 } } },
      { "indicator": "Close", "operator": "crossesAbove", "value": { "indicator": "EMA", "params": { "period": 21 } } }
    ] }
  }] },
  "exit": {
    "signals": [{ "id": "stretched", "conditions": { "indicator": "RSI", "operator": ">=", "value": 70 } }],
    "stopLoss":   { "enabled": true, "type": "percentage", "value": 1 },
    "takeProfit": { "enabled": true, "type": "riskReward", "value": 3 }
  }
}

Making it readable

A few constructors turn nested JSON into something you can read and review.

constructors

1type Value = number | string | Operand;2interface Operand { indicator: string; params?: Record<string, number | string>; output?: string; offset?: number; interval?: string }3type Logic = (Operand & { operator: string; value: Value }) | { and: Logic[] } | { or: Logic[] } | { not: Logic };45const I = (indicator: string, params?: Operand['params'], extra: Partial<Operand> = {}): Operand =>6  ({ indicator, ...(params ? { params } : {}), ...extra });7const C = (left: Operand, operator: string, value: Value): Logic => ({ ...left, operator, value });8const and = (...items: Logic[]): Logic => ({ and: items });9const or  = (...items: Logic[]): Logic => ({ or: items });1011const ema = (period: number, extra?: Partial<Operand>) => I('EMA', { period }, extra);12const rsi = (period = 14) => I('RSI', { period });1314const entry = and(15  C(ema(9), 'crossesAbove', ema(21)),16  C(I('Close'), '>', ema(50, { interval: '1h' })),     // higher-timeframe filter17  or(C(rsi(), '<', 70), C(I('RelativeVolume'), '>', 2)),18);

The 49 in apps/hft/dsl/bots are written this way (scripts/make-bots.mjs) and are a good set of worked .

Validating before you run

1
Validate with the engine
dslx_cli --validate -s strategy.json every error and with its JSON : unknown names (with suggestions), parameters out of range, conditions that can never be true, in the wrong order.
2
Or paste it into the JSON editor
The builder’s code runs the same checks in the browser, underlines the , and Apply loads it into the form and node editors.
3
Look at the signal statistics
After a backtest, a signal with fired 0 never had its conditions met on that ; fired much larger than acted means cooldown, position limits, the or is blocking it. The result's warnings name both cases.

Caution:There is no silent fallback: an unknown indicator, a misspelt parameter or an stops the from loading. Fix the reported rather than working around it.

Generating variants

a parameter sweep

import base from './ema-trend.strategy.json';

const variants = [9, 12, 20].flatMap((fast) =>
  [21, 50].map((slow) => ({
    ...base,
    name: `EMA ${fast}/${slow}`,
    entry: { ...base.entry, signals: [{ ...base.entry.signals[0],
      conditions: C(ema(fast), 'crossesAbove', ema(slow)) }] },
  })),
);
// 6 variants — run them as one batch so the EMA series are computed once:
//   dslx_cli -c candles.json -s v1.json -s v2.json …   or one "backtest" request with "strategies": variants

Caution:Six variants means the best result is partly luck even with no edge. A finds the parameters that best fit the noise in your test — validate the winner on the sweep never saw, and expect it to do worse.

Round-tripping with the builder

A hand-written document loads into the builder through the 's Apply. The builder in (for example every parameter of an indicator, and a single condition becomes an AND of one), so the JSON it shows afterwards is longer but means the same thing and backtests identically. From then on, form, node and JSON edits stay in sync.

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Writing DSL by Hand

When to write DSL directly

The minimum viable strategy

Making it readable

Validating before you run

Generating variants

Round-tripping with the builder

See also

Related articles

Appearance

When to write DSL directly

The minimum viable strategy

Making it readable

Validating before you run

Generating variants

Round-tripping with the builder

See also

Related articles

Related to Writing DSL by Hand