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NexPips SDK

StrategyDefinition

StrategyDefinition

The configuration object you pass to defineStrategy(). It pins your strategy to a symbol and timeframe, declares its risk policy, optionally requests a window of marketHistory bars to warm up indicators, and supplies a setup function that registers indicators and inputs and returns the StrategyHooks that drive execution.

Signature

export interface StrategyDefinition {
  symbol: string;
  timeframe: Timeframe;
  risk: RiskConfig;
  marketHistory?: number;
  setup: (api: SetupApi) => StrategyHooks;
}

Example

hooks/lifecycle
import { defineStrategy } from '@nexpips/sdk-trading';


/**
 * Cycle de vie complet : tous les hooks optionnels et les contextes qu'ils
 * reçoivent — `InitContext` (init), `BarContext` (onBar), `TickContext`
 * (onTick), `EventContext` + `Fill` / `Rejection` / `ClosedPosition` (events).
 */
export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'M5',
  risk: {
    maxRiskPercentPerTrade: 0.5,
    maxOpenPositions: 1,
    maxDailyLossPercent: 3,
    maxConsecutiveRejects: 5,
  },
  setup: () => ({
    init(ctx) {
      ctx.log.info('strategy started', { balance: ctx.account.balance, at: ctx.clock.now });
    },


    onBar(ctx) {
      if (ctx.position.isFlat && !ctx.position.hasPendingOrder) {
        ctx.order.marketBuy({
          riskPercent: 0.5,
          stopLoss: { type: 'pips', value: 20 },
          takeProfit: { type: 'rr', value: 2 },
        });
      }
    },


    onTick(ctx) {
      const spread = ctx.ask - ctx.bid;
      if (spread > 0.0005) ctx.log.debug('wide spread', { spread });
    },


    onOrderFilled(ctx, fill) {
      ctx.log.info('filled', { side: fill.side, price: fill.price, size: fill.size });
    },


    onOrderRejected(ctx, rejection) {
      // rejection.reason est un RejectReason (union fermée).
      ctx.log.warn('order rejected', { reason: rejection.reason, message: rejection.message });
    },


    onPositionClosed(ctx, closed) {
      ctx.log.info('position closed', { pnl: closed.realizedPnl });
    },
  }),
});

A full strategy definition with every lifecycle hook.

See also