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Superalgos Systematic Trading

Superalgos Systematic Trading helps you develop, test, deploy, and, if so you wish, automate comprehensive trading systems.

Superalgos Systematic Trading provides a reliable framework to develop, test and deploy trading strategies, along with the tools to keep track of all trades—an essential feature to help evaluate your effectiveness and profitability, both in the short and long-term.

The systematic approach to trading crypto assets is particularly well suited for automation. The platform implements the Superalgos Trading Protocol standardizing how strategies are built by providing a framework that guides you throughout the process.

We believe trading automation offers significant competitive advantages and that manual trading will sooner or later become obsolete. That said, it's important to clarify that automated trading is optional. Superalgos Systematic Trading will be an essential companion either way.

Building Trading Strategies

With Superalgos Systematic Trading, you may develop both simple and complex strategies, following a logical framework, writing simple statements to create rules, and using all available market data and indicators.

The Superalgos Suite features a robust backtesting and trading engine that renders a graphic simulation of each trade directly over the charts. Simulations are an integral part of the paradigm on which you build strategies, as they allow to see exactly what strategies do.

But before you may use these simulations, you need to carefully describe the rules that make up your trading system.

As mentioned earlier, the platform guides you throughout the process of building strategies. The framework is made up of four stages:

  • Trigger Stage: You define the rules for triggering the strategy and the rules for taking a position.

  • Open Stage: You define the position size along with the initial stop loss and take profit target.

  • Manage Stage: You define the rules to dynamically manage your stop loss and take profit targets.

  • Close Stage: The last stage is not fully implemented yet, but will eventually include execution-related rules.

These rules are defined with simple statements, which may constitute mathematical comparisons or conditional statements. These statements are used to define conditions that, when true, describe a specific market situation.

Put in other words, you identify in which market situations you wish to trigger a strategy, take a position, and set new or move an existing stop or a take profit target.

Situations are evaluated with any number of conditions that need to be true for the situation to be validated.

Conditions are built with simple statements, such as:
chart.at01hs.candle.close > chart.at01hs.bollingerBand.MovingAverage

The statement above is true when the candle at the 1-hour chart closes above the Bollinger Bands moving average.

Statements have a clear structure and syntax, carefully explained in the documentation, along with the variables provided by indicators.

The beauty of Superalgos Systematic Trading becomes apparent when you realize that you may define highly elaborate strategies without writing a single line of computer code.

All you need to do is follow the framework and define rules with simple math statements.

But that is just the start! What truly sets the Superalgos Suite apart is the ability to see the results of each of the rules, directly over the charts—trade by trade—as you build and tune your strategy!

Moreover, tuning a strategy is a fun process!

Touch up a rule, run a quick backtesting session, analyze the results on the charts, and go back to tweaking the rules. Spend some time optimizing, and you will hopelessly fall for a thrilling game in the quest to push ROI higher with each tweak!

Testing Trading Strategies

One of the most valuable features of systematic trading is the ability to evaluate the effectiveness and profitability of the trading system via backtesting and paper-trading, before actually risking capital.

The features available for testing strategies are explained in the documentation, therefore, we will not go into the details here. Suffice to say that you have full control over how you organize backtesting, paper-trading and forward-testing sessions.

Not only will you be able to set up assumptions in terms of slippage, exchange fees and so on, but you will also be in full control of your datasets. This means you may split backtesting sessions in any arbitrary set of time ranges to avoid overfitting.

Paper-trading is a live simulation without placing orders at the exchange, and forward-testing sessions do place orders—for a fraction of the assigned capital. All of these types of testing sessions produce the same kind of visualizations over the charts.

Deploying Trading Strategies

Once your trading system is tried and tested, deploying it as a fully automated bot to trade live is a matter of setting up your exchange account keys and hitting run on a live trading session.

The definition of the strategy conforming to the Superalgos Trading Protocol is all you need to backtest, paper-trade, forward-test or trade live, when you pair that definition with the platform's trading bot.

The trading bot is a very complex piece of software. However, you do not need to worry about that. The bot reads the definition of strategies and follows the instructions set.

If for whatever reason you prefer to trade manually instead of having the trading bot assist you with trading execution, you will set up a paper-trading session instead of a live trading session.

The paper trading session will simulate triggering strategies, taking positions and exiting trades as prescribed by the rules. It is up to you how to follow the simulation trading manually.

A great way to use a paper-trading session to signal potential trades is to set up announcements in your trading system, getting the signals over Telegram. Announcements may be customized and include precise, dynamic market data.

Superalgos Systematic Trading sets you up with pre-configured announcements, and the documentation teaches you how to customize them.

The systematic trading features described in this page are built-in the Superalgos software. No matter what focus you start with, you will always be able to tap into all the features and functionality in the suite, including those associated with other fields.

Getting Started

Follow the instructions in the documentation to get up and running with Superalgos. You'll find it useful throughout the learning curve.

Should you need any help, please direct all questions to the Superalgos Telegram Group. The Community will be happy to help you.

Make sure you take a look at the overall features of the Superalgos Crypto Intelligence Suite. The intro video will quickly get you up to speed.

The Future of Systematic Trading

The vocation of Superalgos Systematic Trading is to become the most advanced and comprehensive strategy testing and automation platform. To get there, the platform needs to advance in several directions as well as complete the basic set of indicators and technical studies.

The next milestone is providing robust control over execution. Users should be able to use limit orders, monitor the filling of orders, move orders when not filled, fragment orders, set multiple stop-loss and take profit targets, set and manage execution ranges, and so on.

Another significant milestone will be the ability to access multiple markets and even multiple exchanges from within the same strategy. Such features will unleash interesting possibilities at the strategy level, including the option of spreading orders across multiple exchanges.