Knowledge base / Release 0.1
Trading system documentation
The authoritative guide to how the research pipeline, execution model, market data and operational controls fit together.
System overview
The platform supports a long-only US equities breakout strategy. It combines universe selection, historical market-data maintenance, instrument research, production-parity backtesting and controlled execution through Interactive Brokers.
- Select liquid, volatile instruments with appropriate participation and momentum.
- Evaluate economically meaningful price breakouts.
- Normalise risk using ATR-based position and stop logic.
- Keep research overrides explicit and separate from production behaviour.
Architecture
The trading runtime operates independently on the VPS. The portal is a documentation and presentation layer. Future live information will be exposed only through an authenticated, narrow API; the portal will not receive shell, filesystem or direct IB Gateway access.
Execution engine
The engine evaluates eligible stocks during the configured US market entry window, applies portfolio and daily-risk controls, manages the order lifecycle and enforces configured stop and exit policies. Production configuration remains source-controlled and independently deployable.
Stock selector
The selector reduces the broad US equity universe using market-cap, liquidity, price-history and intraday completeness requirements. Eligible instruments are backtested, ranked and recorded with explicit rejection or insufficient-data reasons.
Optimiser
The optimiser runs controlled parameter scenarios against production-parity strategy behaviour. Research-only parameters are labelled in outputs and must never silently flow into production configuration.
Market data
The ticker data manager maintains one-minute historical data for the eligible universe. Completeness, duplicate handling, quarantine and provenance controls protect the reliability of selector, backtester and optimiser results.
Operations
Operational procedures cover IB Gateway availability, background data maintenance, selector and optimiser monitoring, controlled deployments, health checks, logs and recovery. Detailed runbooks will be added as separately reviewable documentation changes.