Quantitative Trading Strategies & AST Compiler

Design systematic trading strategies with deterministic condition logic, multi-indicator confluences, and one-click code generation.

A quantitative trading strategy is a deterministic, rule-based system that defines exact conditions for market entry, position sizing, stop-loss placement, and profit-taking based on mathematical indicators and price action.

Key capabilities

• Natural Language to AST Parser: Type trading ideas like 'Buy when Close crosses above 20 EMA and RSI > 50' and watch the engine compile a formal Abstract Syntax Tree.
• Multi-Timeframe Indicator Confluence: Combine EMAs, SMAs, RSI, MACD, Bollinger Bands, ATR, and Volume indicators across configurable candle offsets.
• One-Click Pine Script v6 & Python Export: Generate clean, human-readable TradingView Pine Script v6 and Python Vectorbt code ready for immediate institutional backtesting.
• Mark-to-Market Horizon Realization: Backtest with zero look-ahead bias and horizon trade closure for accurate statistical audits.

FAQ

Do I need to know programming to build strategies?

No. The Strategy Lab allows you to build sophisticated strategies in plain English or structured blocks. The AST engine automatically handles the underlying code generation.

Which technical indicators are supported?

LumenOS supports Moving Averages (SMA, EMA, WMA), RSI, MACD, Bollinger Bands, ATR, Supertrend, Stochastic Oscillators, Volume Profiling, and Price Action High/Low breakouts.

Can I customize stop loss and take profit ratios?

Yes. You can specify stop losses and profit targets as exact percentages, dollar amounts, R-multiples, or ATR volatility multipliers.