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PlannedStrategy dev tool
One place to define a strategy. The same definition goes to the backtester to be tested, to automated trading to be executed, and the trade journal scores every run of it.
Why it exists
The strategy is the artefact, not the code
Today a rule set lives in three places at once — a note, a backtest script, an execution config — and the three drift apart quietly. Making the definition a first-class object the other tools consume removes the drift.
Build the rule set
Entries, exits and risk limits, defined from price and order-flow conditions — delta, imbalance, resting size — not only OHLC.
Send it to the backtester
The exact definition runs against stored ticks. There is no translation step, so there are no translation errors.
Deploy it to automated trading
A rule set that passed testing deploys as-is. The strategy that was tested is the strategy that trades.
The journal scores it
Every run — simulated, backtested or live — lands in the trade journal tagged by strategy, so win rate, drawdown and expectancy per rule set accumulate without you keeping a spreadsheet.
Specifics
At a glance
Before you ask
Questions
Do I need to write code?
The design intent is rule definition without programming, with order-flow conditions available alongside price ones. The exact shape — and whatever escape hatch exists for people who do want to write code — will be documented here before it ships.
Where do the statistics come from?
The trade journal. Every fill a strategy produces — in the simulator, the backtester or live — is logged against that strategy, so its stats come from the same record as your own trades rather than a separate report that can disagree with it.
Does Chartveil supply strategies?
No. It supplies the tooling to define, test and run your own. Chartveil does not issue signals or advice, and a strategy marketplace is not planned.
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