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strategies

Composer: ohlcx/strategies · Repository: github.com/ohlcx/strategies (private) · Edition: Pro

Role

The strategies center and automated trading system: strategies and their conditions, condition evaluation on price bars, signals, simulated and live trades, backtests, the screener, and the routing of a strategy's orders to the owner's linked brokerage accounts.

What it provides

  • Strategy create, read, update and delete, with settings for risk, allocation, sizing, exit flow, schedule and notifications
  • Deploy and retain. The engine evaluates only deployed strategies
  • Signals, with a user's marks on them (like, watch, ignore), and trades
  • Backtests: saved runs, and server-side runs and parameter sweeps
  • Screener API: gaps across a market, gaps in one symbol's history, technical readings per market
  • Broadcast events when a strategy or a condition is evaluated and when a flag, a signal or a trade is created

Order routing

A strategy sends its orders to brokerage accounts its owner has linked. There are no portfolios: the earlier portfolio tables were removed in 1.5.0 and their routes carried over to the strategy's own accounts.

  • A strategy's order accounts are either a selected list or all linked accounts that can receive orders.
  • Setting accounts never switches orders on.
  • Switching orders on makes a strategy real and needs an account an order could reach. Making a strategy demo switches its orders off.
  • A deployed strategy is locked: it refuses changes until it is retained. Switching things off always works.
  • An account that had an order refused is set aside until the strategy's accounts are saved again.
  • Alpaca accounts cannot receive strategy orders yet.

The rules, the sequence of calls and every refusal are described on Strategies and order routing.

Commands

Command Purpose
strategies:routing-backfill Dry run: reports where each strategy routes today and what the move to linked accounts would do. Changes nothing. --json prints the report as JSON
strategies:seed Seeds the package's data

Requires

pricefeed (price bars), schwab-integration (linked accounts and buying power), tdameritrade-laravel, alpaca-trade-api-php, mail-kit. It needs a queue worker for evaluation, chart and order jobs.

Light edition

OHLCX Light does not install this package. Its strategy screens and MCP tools are relayed to the hosted OHLCX API by trading-app.