Strategy Builder FAQ

How many indicators can one condition use?

Technically unlimited. Practically two or three per signal. Each additional indicator adds computation on every bar and, more importantly, adds a degree of freedom you will end up tuning — which is how a strategy gets fitted to its test window rather than to the market.

crossesAbove fires once. What if I need it again?

It re-arms automatically once the values uncross. When the left value goes back below the right and later crosses above again, the signal fires again. If you want a minimum spacing between consecutive signals regardless of crossings, use cooldownBars in the re-entry settings.

My condition looks true on the chart but no trade appeared.

A true condition tree is necessary but not sufficient. Four filters sit between the condition and an order: cooldown, the session window, the position limit, and the spread filter. Any of them can swallow the signal, and the trade log records which one did. The other common cause is an indicator warm-up period — SMA(200) has no value until bar 200, and a comparison against an undefined value is false.

Can I use the same strategy on several instruments?

Yes. Select multiple symbols in the Symbol step and each is evaluated independently, sharing the conditions but tracking positions separately. Be aware that this multiplies exposure rather than diversifying it if the instruments are correlated — five bank stocks on one signal is one trade in five wrappers.

Does the engine model partial fills?

No. It assumes a complete fill at the bar close price. Live trading with limit orders can and does fill partially. Either use market orders where a guaranteed fill matters, or add a slippage buffer that reflects what your instrument's book actually looks like.

Why do my live results differ from the backtest?

Not because the evaluator differs — it is the same code in both. The gap comes from three places: intra-bar movement the backtest cannot see, so stops and targets fill at different prices; slippage and commission, if they were understated; and timing, since a live feed arrives with latency and occasional gaps that a stored series does not have. Paper trading is what quantifies the difference before real capital does.

How much data do I need?

Enough for more than 30 trades, and long enough to include more than one kind of market. Six months is a reasonable floor on an intraday timeframe; a weekly strategy needs years to produce a sample worth reading. Below 30 trades no metric on the results page is statistically meaningful, however good it looks.

What happens if my broker disconnects mid-session?

Risk limits — stop loss and daily loss caps — are monitored server-side, and any stop orders already resting with the broker remain live and will still execute. The strategy pauses new activity until the connection returns. What is not protected is a stop the platform was managing internally rather than resting at the broker, so for positions you cannot afford to leave unattended, prefer broker-side stops.

Can I edit a strategy while it is running?

You can edit the draft, but the change does not reach the running instance. A deployed strategy keeps executing its deployed configuration until you stop it, apply the change and redeploy. Assuming otherwise is how a “fixed” strategy keeps making the same trade.

Why did my intraday position close before my target?

Intraday session mode force-closes every open position five minutes before the session end — 15:25 IST on NSE — regardless of stops, targets and exit conditions. A target wider than a session can travel will be squared off flat instead, every day. The exit-reason column in the trade log names the square-off explicitly.

Does publishing to the marketplace hide anything?

No. Publishing exposes the complete configuration — every condition, indicator and parameter. There is no partial publish. If the edge lives in the parameters, publishing gives it away.