Build a No-Code Trading Strategy
A no-code trading strategy is a set of decisions you can repeat without writing a program. Start by defining what the strategy can trade, when it makes a decision, how it sizes a position and when it exits.
Write an entry rule you can test
For a simple demonstration, use a daily close above the previous 20 sessions’ highs. Define which market and session the rule uses. Exclude the current bar from the 20-session window. If the rule needs the closing price, the simulation should wait until the next available execution rather than assume a fill before the close.
Map the rule to QATS blocks
Use Filter to specify the eligible instruments, Strategist to decide whether the condition is met and Weighter to define the allocation. Connect them to Deal Entry and Deal Exit. Give the exit its own rule, for example a condition that is checked after a fixed number of completed sessions.
Check the decision trail first
Read through one expected entry, one expected skip and one exit by hand. Compare the instrument, timestamps and allocation with the run. Once those cases match, backtest across more dates and compare outcomes under the same cost assumptions.