Current Supported Elements
This section explains all elements available when building and testing strategies on CoinQuant.
Order Types
1. Market Order
Executes immediately at the best available market price.
Best used when entering or exiting a trade quickly is more important than price precision.
Key Details:
- Instrument – the asset being traded
- Side – Buy or Sell
- Quantity – amount to trade
- Order Duration (optional) – how long the order remains active
- Tag (optional) – label for tracking or categorization
Example:
“Buy 1 BTC at market now.”
2. Limit Order
Places an order at a specific price and executes only if the market reaches that price.
Best used when you want control over the exact execution price.
Key Details:
- Instrument – the asset being traded
- Side – Buy or Sell
- Quantity – amount to trade
- Limit Price – the exact price you want to buy or sell at
- Order Duration – how long the order remains active
- Post Only (optional) – ensures the order adds liquidity
- Reduce Only (optional) – ensures the order only reduces an existing position
- Tag (optional)
Example:
“Place a buy limit for 5 ETH at 1,500 and keep it GTC.”
3. Stop-Market Order
Triggers a market order once a specified price level is reached.
Commonly used for stop-losses where guaranteed execution matters more than price.
Key Details:
- Instrument, Side, Quantity
- Stop Price – price that activates the order
- Trigger Source – Last / Bid / Ask / Mark
- Order Duration, Reduce Only, Tag (optional)
Example:
“If BTC drops to 30,000, sell 1 BTC at market.”
4. Stop-Limit Order
Triggers a limit order when the stop price is reached.
Provides price control but execution is not guaranteed.
Key Details:
- Instrument, Side, Quantity
- Stop Price – activates the order
- Limit Price – price of the resulting limit order
- Trigger Source, Order Duration
- Post Only, Reduce Only, Tag (optional)
Example:
“If BTC hits 30,000, place a sell limit at 29,950.”
5. Market If Touched (MIT)
Triggers a market order once a target price is touched.
Often used to take profit during retracements.
Key Details:
- Instrument, Side, Quantity
- Trigger Price, Trigger Source
- Order Duration, Reduce Only, Tag (optional)
Example:
“If price touches 30,150, sell 10 contracts at market.”
6. Limit If Touched (LIT)
Triggers a limit order once a specified price level is reached.
Used when precise entries or exits are required.
Key Details:
- Instrument, Side, Quantity
- Trigger Price, Limit Price
- Order Duration
- Post Only, Reduce Only, Tag (optional)
Example:
“If BTC reaches 30,150, place a buy limit at 30,100 until noon UTC.”
7. Trailing Stop (Market)
Automatically adjusts the stop price as the market moves in your favor.
Locks in profits while allowing the trade to continue.
Key Details:
- Instrument, Side, Quantity
- Activation Price (optional)
- Trail Offset – how far the stop follows price
- Trigger Source, Reduce Only, Tag (optional)
Example:
“Trail my ETH long with a 1% stop once ETH trades above 5,000.”
8. Trailing Stop (Limit)
Similar to a trailing stop market, but places a limit order when triggered.
Key Details:
- Instrument, Side, Quantity
- Activation Price
- Trail Offset, Limit Offset
- Reduce Only, Tag (optional)
Example:
“Trail my AUD/USD long by 10 bps, then place a limit 5 pips better.”
Operators (Entry & Exit Logic)
Operators define how conditions are evaluated and when they trigger.
Supported Operators
- Crosses Above – triggers only at the moment one value moves from below to above another
- Crosses Below – triggers only at the moment one value moves from above to below another
- Above – condition stays true while the value remains above another
- Below – condition stays true while the value remains below another
- Less Than – triggers when a value is lower than a defined level
- Greater Than – triggers when a value is higher than a defined level
- Take Profit (%) – exits a trade once a target profit percentage is reached
- Stop Loss (%) – exits a trade once a maximum loss percentage is reached
- Percent Change – triggers when price moves up or down by a defined percentage
Examples:
- “RSI crosses above 30”
- “Price is above the 50-day EMA”
- “Take profit at 5%, stop loss at 3%”
Supported Price Types
Defines which part of the candle is used for calculations.
- Close – last traded price of the candle
- Open – first traded price of the candle
- High – highest price during the candle
- Low – lowest price during the candle
- Mid (High + Low) / 2 – midpoint of the candle range
- Typical (High + Low + Close) / 3 – balances extremes with closing price
- OHLC Average (Open + High + Low + Close) / 4 – full candle average
Example:
“Use Typical price for Bollinger Bands.”
Supported Actions
Actions define what the strategy does when a condition is met.
- Buy – places a buy order using the selected order type
- Sell – places a sell order using the selected order type
- Enter Long – opens a long position
- Enter Short – opens a short position
- Exit Long – closes an existing long position
- Exit Short – closes an existing short position
Example:
“When MACD crosses above Signal, enter long. When RSI is above 70, exit long.”
Supported Indicators
CoinQuant supports over 36 technical indicators, grouped into intuitive categories.Each indicator explains what it measures, when it is useful, and how it is typically applied.
Trend Indicators:
AMA – Adaptive Moving Average
An adaptive moving average that adjusts its sensitivity based on market behavior.
- What it measures: Trend direction while adapting to volatility
- When to use it: Markets that alternate between ranging and trending
- Why it’s useful: Reduces noise in sideways markets while remaining responsive in trends
- Default Period: 10
Example:
“Enter long when price crosses above AMA.”
SMA – Simple Moving Average
A basic average of price over a fixed period.
- What it measures: Overall trend direction
- When to use it: Identifying long-term or stable trends
- Why it’s useful: Simple, reliable benchmark for trend analysis
- Default Period: 9
Example:
“Buy when price crosses above the 50-period SMA.”
EMA – Exponential Moving Average
A moving average that reacts faster to recent price changes.
- What it measures: Short-term trend shifts
- When to use it: Fast-moving or volatile markets
- Why it’s useful: Responds quicker than SMA to momentum changes
- Default Period: 9
Example:
“Sell when the 9-period EMA crosses below the 21-period EMA.”
WMA – Weighted Moving Average
Applies increasing weight to more recent prices.
- What it measures: Trend with emphasis on recent data
- When to use it: When responsiveness matters but noise should remain controlled
- Why it’s useful: Balanced alternative between SMA and EMA
- Default Period: 9
Example:
“Buy when price crosses above WMA.”
HMA – Hull Moving Average
Designed to reduce lag while maintaining smoothness.
- What it measures: Fast trend changes
- When to use it: Trend-following strategies requiring quick signals
- Why it’s useful: Faster response with less noise
- Default Period: 21
Example:
“Enter long when HMA turns upward.”
DEMA – Double Exponential Moving Average
Applies double smoothing to reduce lag further.
- What it measures: Momentum-driven trends
- When to use it: Rapid price movements
- Why it’s useful: Very responsive trend signals
- Default Period: 20
Example:
“Buy when DEMA crosses above price.”
RMA – Running Moving Average
A smoothed moving average commonly used in RSI calculations.
- What it measures: Smoothed price or indicator trends
- When to use it: Reducing noise in oscillators
- Why it’s useful: Stable smoothing without sharp jumps
- Default Period: 14
Example:
“Use RMA to smooth RSI signals.”
VIDYA – Variable Index Dynamic Average
Adapts smoothing based on trend efficiency.
- What it measures: Trend strength with volatility awareness
- When to use it: Markets with changing volatility
- Why it’s useful: Automatically adapts to market conditions
- Default Period: 14
Example:
“Enter long when VIDYA slope turns positive.”
MACD – Moving Average Convergence Divergence
Measures momentum by comparing fast and slow moving averages.
- What it measures: Momentum and trend shifts
- When to use it: Trend confirmation and reversals
- Why it’s useful: Combines trend and momentum in one indicator
- Defaults: Fast 12, Slow 26, Signal 9
Example:
“Buy when MACD crosses above Signal.”
AMAT – Adaptive Moving Average Trend
Enhances AMA to track trend acceleration.
- What it measures: Trend strength and consistency
- When to use it: Long-term adaptive trend strategies
- Why it’s useful: Helps stay in strong trends longer
- Default Period: 20
Example:
“Hold long while AMAT remains positive.”
BIAS – Bias Indicator
Measures how far price deviates from its moving average.
- What it measures: Overextension from trend
- When to use it: Identifying overbought or oversold conditions
- Why it’s useful: Highlights potential reversals
- Default MA: 20
Example:
“Sell if BIAS exceeds +3%.”
AROON – Aroon Up/Down
Tracks time since recent highs and lows.
- What it measures: Trend emergence and strength
- When to use it: Early trend detection
- Why it’s useful: Identifies trend transitions
- Default Period: 14
Example:
“Buy when Aroon Up crosses above Aroon Down.”
DM – Directional Movement
Compares upward and downward price movement.
- What it measures: Directional dominance
- When to use it: Confirming trend direction
- Why it’s useful: Helps avoid false breakouts
- Default Period: 14
Example:
“Enter long when +DM exceeds –DM.”
ER – Efficiency Ratio
Measures how efficiently price is trending.
- What it measures: Trend quality vs noise
- When to use it: Filtering choppy markets
- Why it’s useful: Avoids low-quality trends
- Default Period: 10
Example:
“Trade only when ER is above 0.5.”
Momentum Indicators
RSI – Relative Strength Index
Measures momentum and identifies overbought or oversold levels.
- What it measures: Strength of recent price moves
- When to use it: Reversals and momentum shifts
- Why it’s useful: Clear overbought/oversold signals
- Default Period: 14
Example:
“Buy when RSI crosses below 30.”
STOCH – Stochastic Oscillator
Compares closing price to its recent range.
- What it measures: Momentum relative to range
- When to use it: Short-term reversals
- Why it’s useful: Effective in ranging markets
- Defaults: %K 14, %D 3
Example:
“Buy when %K crosses above %D below 20.”
CCICCI – Commodity Channel Index
Measures deviation from average price.
- What it measures: Overbought/oversold extremes
- When to use it: Breakouts and reversals
- Why it’s useful: Identifies strong price deviations
- Default Period: 20
Example:
“Sell when CCI drops below +100.”
CMO – Chande Momentum Oscillator
Quantifies directional momentum.
- What it measures: Net buying vs selling pressure
- When to use it: Momentum confirmation
- Why it’s useful: Clear directional bias
- Default Period: 20
Example:
“Enter long when CMO is above 50.”
ROC – Rate of Change
Measures percentage price change over time.
- What it measures: Momentum acceleration
- When to use it: Early momentum shifts
- Why it’s useful: Simple momentum detection
- Default Period: 9
Example:
“Buy when ROC rises above zero.”
PSL – Psychological Line
Measures frequency of up-closing periods.
- What it measures: Market sentiment
- When to use it: Sentiment confirmation
- Why it’s useful: Gauges crowd behavior
- Default Period: 12
Example:
“Buy when PSL crosses above 50."
Volatility Indicators
ATR – Average True Range
Measures average price range.
- What it measures: Volatility
- When to use it: Stop placement and position sizing
- Why it’s useful: Adapts risk to market conditions
- Default Period: 14
Example:
“Set stop loss 1.5× ATR below entry.”
BB – Bollinger Bands
Volatility bands around a moving average.
- What it measures: Volatility expansion and contraction
- When to use it: Breakouts and mean reversion
- Why it’s useful: Visual volatility context
- Defaults: 20 periods, 2 standard deviations
Example:
“Buy when price closes above the upper band.”
KC – Keltner Channel
Volatility channels based on EMA and ATR.
- What it measures: Trend-based volatility
- When to use it: Trend continuation strategies
- Why it’s useful: Smoother than Bollinger Bands
Example:
“Buy when price breaks above the upper channel.”
DC – Donchian Channel
Tracks highest highs and lowest lows.
- What it measures: Breakout levels
- When to use it: Trend breakout strategies
- Why it’s useful: Clear support and resistance
Example:
“Enter long when price breaks above the upper channel.”
VR – Volatility Ratio
Compares short-term and long-term volatility.
- What it measures: Volatility shifts
- When to use it: Timing breakouts
- Why it’s useful: Identifies volatility expansion
Example:
“Trade when VR exceeds 1.2.”
RVI – Relative Volatility Index
RSI-style volatility indicator.
- What it measures: Volatility momentum
- When to use it: Volatility extremes
- Why it’s useful: Complements RSI
Example:
“Sell when RVI exceeds 70.”
VHF – Vertical Horizontal Filter
Determines if a market is trending or ranging.
- What it measures: Trend strength
- When to use it: Strategy filtering
- Why it’s useful: Avoids range-bound conditions
Example:
“Trade trends only when VHF is above 0.5.”
Volume Indicators
OBV – On-Balance Volume
Tracks cumulative volume flow.
- What it measures: Volume confirmation
- When to use it: Trend validation
- Why it’s useful: Confirms price strength
Example:
“Enter long when OBV confirms new highs.”
VWAP – Volume Weighted Average Price
Volume-weighted average price.
- What it measures: Fair value
- When to use it: Mean reversion and trend bias
- Why it’s useful: Institutional benchmark
Example:
“Buy when price is below VWAP in an uptrend.”
KVO – Klinger Volume Oscillator
Measures volume-based momentum.
- What it measures: Volume trend changes
- When to use it: Trend reversals
- Why it’s useful: Volume-backed confirmation
Example:
“Buy when KVO crosses above its signal.”
PRESSURE – Volume Pressure Index
Measures buying vs selling pressure.
- What it measures: Accumulation and distribution
- When to use it: Early trend signals
- Why it’s useful: Detects hidden pressure
Example:
“Enter long when buying pressure increases.”
Pattern Indicators
FC – Fuzzy Candlestick
Identifies candle patterns using probabilistic logic.
- What it measures: Pattern-based signals
- When to use it: Reversal or continuation setups
- Why it’s useful: Reduces false pattern signals
Example:
“Buy when FC detects a bullish reversal.”
SWINGS – Swing Points Detector
Identifies local highs and lows.
- What it measures: Market turning points
- When to use it: Swing trading
- Why it’s useful: Clear structure definition
- Default Lookback: 5
Example:
“Enter long at confirmed swing low.”
Other Indicators
KP – Keltner Position
Shows where price sits within Keltner Channels.
- What it measures: Price position
- When to use it: Overextension detection
- Why it’s useful: Contextual channel positioning
Example:
“Sell when price is near the upper boundary.”
SA – Spread Analyzer
Monitors bid-ask spread behavior.
- What it measures: Market liquidity
- When to use it: Trade filtering
- Why it’s useful: Avoids poor liquidity conditions
Example:
“Avoid trades when spreads widen.”
LINREG – Linear Regression
Fits a regression line to price data.
- What it measures: Trend direction and strength
- When to use it: Trend-following strategies
- Why it’s useful: Objective trend estimation
- Default Period: 100
Example:
“Enter long when price crosses above the regression line.”
