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Strategies
Build, configure, and run automated strategies.
Overview
What a strategy is and how it runs.
What is a strategy
A LucraX strategy is a JSON object that fully defines automated entry, exit, and risk behavior.
Strategy lifecycle
From draft to live to stopped - what each status means and how transitions happen.
Strategy JSON structure
The top-level fields of a strategy document, what each one contains, and which are required.
Building
Builder UI, timeframes, basics.
Strategy builder tour
The four builder steps, what each one decides, and how Visual and JSON editors stay in sync.
Timeframes
How to pick a strategy timeframe and what it means for signal frequency, win rate, and noise.
On-tick vs on-close
When the engine checks a condition matters as much as what it checks. Pick the mode per condition.
Indicator basics
What indicators are, how they're declared, and how the builder lets you wire them into conditions.
Conditions overview
How long, short, filters, AND/OR logic, and the evaluation order combine into entry signals.
Indicators
Every supported indicator.
Simple Moving Average (SMA)
Plain arithmetic mean of the last N closes. The baseline trend reference.
Exponential Moving Average (EMA)
Weighted average that reacts faster to recent price than SMA.
Weighted Moving Average (WMA)
Linear-weighted average. More responsive than SMA, less than EMA.
MACD
Difference between two EMAs, smoothed by a signal line. Trend + momentum in one indicator.
Relative Strength Index (RSI)
0-100 oscillator measuring recent gain vs loss. Classic overbought/oversold gauge.
Rate of Change (ROC)
Percentage change in price over the last N bars. Pure momentum.
Momentum
Absolute price change over the last N bars. Cousin of ROC, scale-dependent.
Commodity Channel Index (CCI)
Distance of typical price from its SMA, scaled by mean deviation. Unbounded oscillator.
Average True Range (ATR)
Average size of recent bars in price units. The default volatility measure for stops and sizing.
Prior HTF levels (D/W/M)
Prior-period high/low levels for higher timeframes (daily / weekly / monthly), computed by resampling the bar series. Internal type - `MTF_LEVELS`.
Bollinger Bands
Moving average plus and minus N standard deviations. The classic volatility band.
Bollinger Bandwidth
Width of the Bollinger band expressed as a percent of the middle band. Compact volatility gauge.
Bollinger %B
Where price sits inside the Bollinger band, normalized to 0-1 (0 = lower band, 1 = upper band).
Keltner Channels
EMA-anchored channel sized by ATR. Bollinger's smoother, volatility-adjusted cousin.
Donchian Channels
Highest high and lowest low of the last N bars. The Turtle Traders' breakout reference.
Z-Score
How many standard deviations the current price is from its rolling mean. Dimensionless mean-reversion gauge.
Volatility Squeeze
Detects compressed volatility by checking when Bollinger Bands sit inside Keltner Channels.
On-Balance Volume (OBV)
Cumulative volume signed by bar direction. Tracks whether volume is accumulating on up bars or down bars.
Volume-Weighted Average Price (VWAP)
Average price weighted by traded volume, reset at the session boundary.
Rolling VWAP
Volume-weighted average price over a fixed lookback window, with no session reset.
VWAP Bands
VWAP plus and minus N standard deviations. Like Bollinger Bands but anchored on volume-weighted price.
VWAP Trend
Slope-of-VWAP collapsed into a +1 / 0 / -1 trend tag.
Money Flow Index (MFI)
Volume-weighted RSI. 0-100 oscillator that tracks money flowing in vs out of a market.
Average Directional Index (ADX)
0-100 measure of trend strength. The classic regime filter.
Efficiency Ratio (Trend vs Chop)
0-1 measure of how directional recent price action is. Near 1 = clean trend, near 0 = chop.
Stochastic Oscillator
Where close sits inside the recent high-low range, smoothed. 0-100 oscillator.
Stochastic RSI
Stochastic applied to RSI. Higher-resolution oscillator with more whipsaw risk.
Williams %R
Inverted Stochastic. -100 to 0 oscillator measuring close vs recent high-low range.
Regime Filter
Labels the current market state as trending, squeeze, or ranging. Skip-or-take decisions.
Consecutive Candles
Length of the current up-bar or down-bar streak.
Returns (percent change)
Percentage change from N bars ago. Useful for momentum filters and feature engineering.
Log Returns
Natural-log price change over N bars. Additive across bars, well-behaved statistically.
Price Position
Where the current close sits inside the recent high-low range, mapped to 0..1.
Engulfing Candle pattern
Detects bullish and bearish engulfing patterns bar by bar.
Gap Detection
Flags up and down gaps where the current bar opens away from the prior close.
Supply / Demand zones
Detects accumulation (demand) and distribution (supply) zones from price structure. The basis for zone-touch entries.
Session Range (Initial Balance / DR-IDR)
Tracks the opening range of configured trading sessions and marks the first breakout out of that range per direction.
Valuation
Where price sits versus its rolling mean, as a percentile. "Cheap vs expensive" gauge.
Conditions
Every supported condition type.
Compare values
Indicator vs value or indicator vs indicator, using >, <, >=, <=, ==. Internal type - `comparison`.
Crossover
Detects the bar on which one indicator crosses above or below another. Internal type - `crossover`.
Price distance to indicator
Fires when price is within N% of an indicator value. Useful for "near the moving average" entries. Internal type - `price_distance`.
Value in range
Fires when an indicator value sits inside [min, max]. Internal type - `in_range`.
Threshold
Single value above or below a bound. Lightweight cousin of comparison. Internal type - `threshold`.
Rising / Falling
True when an indicator is trending up or down over a chosen number of bars. Internal type - `slope`.
Trend change
Fires the bar on which the trend-detection block flips. Used in trend-following strategies. Internal type - `trend_change`.
Live price inside S/D zone
Live price inside the nearest active supply or demand zone. Designed for on-tick entries. Internal type - `price_in_supply_demand_zone`.
Closed bar inside S/D zone
Closed-bar boolean - did this bar's close land inside the active zone?. Internal type - `supply_demand_zone`.
S/D zone match (configurable)
Unified S/D zone condition with side filter and trigger mode (touch / close / price). Internal type - `supply_demand_zone_match`.
Market structure (SMC)
Smart Money Concepts market structure - BOS/CHoCH breaks, prevailing trend, premium/discount zones, and strong/weak highs-lows. Requires the Market Structure indicator.
Order block (SMC)
Smart Money Concepts order blocks - demand/supply zones formed on a structure break and removed on mitigation. Requires the Order Blocks indicator.
Equal highs / lows (SMC)
Smart Money Concepts equal highs (EQH) and equal lows (EQL) - liquidity pools where two pivots sit within an ATR-scaled threshold. Requires the Equal Highs/Lows indicator.
Absorption
Detects bars where heavy volume produced an unusually small range. Sign of resting orders absorbing flow. Internal type - `absorption`.
Order-flow delta direction
Net aggressive buy vs sell volume direction. Pure order-flow tag. Internal type - `delta_direction`.
High volume bar
Fires when the bar's volume exceeds a threshold over recent average. Volume-spike filter. Internal type - `high_volume`.
Fair Value Gap
Detects a 3-bar imbalance where price skipped a level without trading. Internal type - `fvg`.
Fair Value Gap pullback
Fires when price returns to an unfilled Fair Value Gap. Classic ICT entry. Internal type - `fvg_pullback`.
Price gap
Fires on a bar that opens away from the prior close, optionally filtered by direction and size. Internal type - `gap`.
Gap fill
True when a previously detected gap has been filled by subsequent price action. Internal type - `gap_fill`.
Gap size threshold
Magnitude check - true when the most recent gap exceeds a percentage threshold. Internal type - `gap_size`.
Fakeout (stop hunt)
Detects a false breakout followed by a reversal back through the breakout level. Internal type - `fake_out`.
New York session fakeout
New York session fake-out pattern. Specialized version of the generic fake_out. Internal type - `fakeout_ny`.
Engulfing candle
Bullish or bearish engulfing candle pattern, filtered by direction. Internal type - `engulfing`.
Daily session bias
Session-direction filter. Match the day's directional bias before entering. Internal type - `daily_bias`.
In time window
True when the current bar is inside a configurable time window. Internal type - `in_session`.
In ICT killzone
True when the bar falls inside an ICT killzone window. Internal type - `in_killzone`.
Killzone equals
True when the current killzone equals a specific named window. Internal type - `killzone_is`.
Seasonal direction
Historical day-of-week / day-of-month directional bias for the symbol. Internal type - `seasonal_direction`.
Seasonal pivot
True when price is near a seasonal pivot level (statistically significant high or low). Internal type - `seasonal_pivot`.
Seasonal strength
True when the current day-in-cycle ranks above a strength percentile in historical data. Internal type - `seasonal_strength`.
Valuation percentile
Filter based on the Valuation indicator's percentile reading. Internal type - `valuation`.
Entry execution
Market vs limit, slippage.
Stops & exits
Stop loss, take profit, modifiers.
Stop loss - ATR-based
Stop distance is ATR multiplied by a configurable factor. Volatility-adjusted, the default for most strategies.
Stop loss - fixed percent
Stop a flat percent away from entry. Predictable, ignores volatility.
Stop loss - indicator value
Use an indicator value as the stop price directly. Adapts to structure, not volatility.
Stop loss - entry candle percent
Stop distance based on a percentage of the entry candle's high-low range.
Stop loss - swing high / lowest low
Stop placed at the recent swing high (for shorts) or lowest low (for longs). Structure-based.
Stop loss - fakeout level
Stop placed just beyond the wick of a detected fake-out, with a buffer.
Stop loss - band-based
Per-side stop indicators (Bollinger, Keltner, custom bands) used directly as stop prices.
Take profit - ATR-based
Target placed N ATRs from entry. Volatility-adjusted.
Take profit - fixed percent
Target placed at a flat percent away from entry.
Take profit - risk/reward
Target placed at N times the stop distance. R-multiple target.
Take profit - indicator value
Use an indicator value as the target price directly.
Take profit - previous day level
Target placed at the prior day's high (for longs) or low (for shorts), with a sane fallback.
Breakeven (modifier)
Moves the stop to entry once the trade reaches a profit threshold. Locks out risk.
Trailing stop (modifier)
Stop follows price by a fixed callback percent once a profit activation level is reached.
Cascading stopwin (modifier)
Laddered profit-locking - stop ratchets upward through configured tiers as profit grows.
Scaled exit (modifier)
Partial position close at configured R-multiples, with optional stop adjustment after each tranche.
Trend reversal exit (modifier)
Closes the position when the trend-detection block flips against the trade direction.
Custom exit conditions
Use any condition type as an exit signal. RSI > 80 fires a close.
Position sizing
Risk-based, Kelly, fixed, etc.
Risk-based sizing
Position size = capital × risk percent ÷ stop distance. The default for leveraged perp strategies.
Kelly Criterion
Optimal-growth sizing derived from win rate and reward ratio. Aggressive - most traders use half- or quarter-Kelly.
Half Kelly
50% of the Kelly fraction. Standard "safer Kelly" for noisy real-world strategies.
Quarter Kelly
25% of the Kelly fraction. Conservative growth path with low drawdown variance.
Volatility-adjusted sizing
Position scales inversely with ATR. Volatile markets get smaller positions automatically.
Fixed size
Constant contract count per trade. Use only for testing.
Percentage sizing
Fixed percent of capital per trade. No risk normalization.
Position sizing - which method when
Side-by-side comparison of the seven sizing methods with concrete picks for common strategy archetypes.
Risk management
Leverage, fees, circuit breakers.
Leverage per regime
Per-direction leverage settings (bull / bear / sideways) and how the engine applies them.
Fees and slippage assumptions
How the engine charges fees and applies slippage in backtests, and what to set in live.
Max concurrent positions
How max_positions caps how many open trades a single strategy can hold.
Daily loss circuit breaker
Per-user daily loss limit that disables all live trading when breached.
Max drawdown circuit breaker
Per-user maximum drawdown limit that disables all live trading.
Running live
Going live, paper, kill switches.
Live vs paper trading
The single toggle that decides whether orders hit real money or a demo account.
When strategies stop automatically
The conditions under which the engine disables a running strategy without user action.
One strategy per exchange
Why LucraX enforces a single live strategy per (exchange, credential) pair.
Reading the strategy detail page
What each block on the strategy detail page tells you about live behavior.