Build Tactical strategies

Tactical strategies respond to supported market events for an instrument.

Start with an alert-only graph if you are new to trading. It teaches activation, a market-data dependency, a decision, and an observable Backtest event without introducing an order. A saved strategy is editable work; it does not trade or send live notifications by itself.

Start the graph

Use one primary Event Trigger. Choose the event and instrument settings that match the downstream data. A separate Data Source can provide bar history to indicators without becoming another activation.

For a one-minute bar-close example, keep the Event Trigger symbol and timeframe aligned with the Data Source used by Indicator. An RSI period of 14 means the calculation needs historical bars; it does not mean the strategy is evaluated only every 14 minutes. Data coverage and the Backtest window still determine whether an evaluation has the data it needs.

Build the decision path

Connect control from Event Trigger to Condition, Gate, or another node that can run next. Feed typed values through data connections. A Condition needs both a control arrival and the values it compares.

In the RSI Starter, follow two routes separately:

With RSI 58 the Match branch is not selected; with RSI 62 it is. The > operator checks the level on each evaluation, so it can match repeatedly while RSI remains above 60. This is not a crossing signal. To change the signal, change the operator or graph deliberately rather than merely changing the Alert message.

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Follow an order lifecycle

Design an event-driven graph with one primary trigger, explicit control branches, and typed market data.

Exercise steps

1. Inspect Order and Await Order Event, including their different outcomes.
2. Trace submitted to the wait node; inspect filled, rejected and timeout without placing an order.

Start lesson

Add effects carefully

Alert is a low-complexity first effect. Trading paths can include Position Sizer, Margin Check, Order, Await Order Event, Position Monitor, Cancel Orders, and leverage monitoring when available. Connect failure and risk outcomes instead of leaving important branches unexplained.

For a trading path, distinguish three events: Order submits a request and reports its immediate submission outcome; Await Order Event can resume when a later lifecycle outcome such as a fill is recorded; Position Monitor follows a valid filled path. An Order.Submitted outcome is not proof of a fill. Before connecting a node that depends on a position, trace the filled lifecycle path and the matching ticket/value data. The Tactical order example develops this pattern.

Verify

Resolve validation issues, save, create a checkpoint before a large change, and run a Backtest only after reviewing its configuration and costs.

Check the result against your stated goal: a valid alert-only graph can produce no alerts if the condition never matches in the selected period. A graph with an Alert and no Order cannot produce a trade. If a trading branch is unobserved, inspect the selected outcome, the data reaching that node, and the Backtest's recorded events before changing the strategy.