Strategy Engine
Loads a strategy definition and coordinates each processing cycle. Keeps state (open positions, counters, timers) consistent so rules evaluate against an accurate picture.
TimeXtrade builds rule-based trading software from modular parts. Each module has one job, data flows in one direction, and every decision is logged. This page explains each part in plain language.
A trading strategy engine is the software component that holds a strategy's definition and runs its processing cycle: read data, evaluate rules, produce signals, apply risk checks, and hand approved instructions to an execution component. It is deliberately separate from data collection and from order routing so each part can be tested on its own.
These are the components TimeXtrade develops and combines. Not every project needs all of them.
Loads a strategy definition and coordinates each processing cycle. Keeps state (open positions, counters, timers) consistent so rules evaluate against an accurate picture.
Replays historical market data through the same rule logic used live, so an implementation can be checked against its specification. Supports transaction-cost and slippage assumptions. More on backtesting →
Enforces position limits, exposure caps, maximum-loss limits, trade-count limits and time-of-day rules. Sits between signal generation and execution so nothing is sent that breaks a limit.
Takes approved instructions and submits them to a supported broker/API environment, handling acknowledgements, retries and error states — where and as the applicable framework permits.
A dashboard for system status, open positions, recent signals and health checks, so an operator can see what the system is doing at a glance.
An append-only record of every signal, risk decision, order attempt and system event, with timestamps, for review, reconciliation and troubleshooting.
Runs the system on a server so it operates on schedule without a desktop machine being on. Includes process supervision and restart handling.
Connectors for supported broker and data APIs. Availability depends on whether the provider exposes a suitable API and on the rules that apply to automated order placement.
Credentials and API keys are kept out of source code and stored with access controls. Transport is encrypted. Access to dashboards and logs is authenticated.
Modules can be run as separate processes so that data handling, strategy evaluation and execution scale independently as the number of strategies or instruments grows.
Collect and normalise price and reference data from supported sources.
Evaluate entry, exit and filter conditions against current and historical data.
Produce structured intents when conditions are met.
Apply limits and filters before anything is acted on.
Route approved instructions to a supported broker/API environment.
Record every step for review and troubleshooting.
TimeXtrade does not describe its technology with terms like "ultra-low latency", "zero slippage", "guaranteed uptime" or "institutional-grade" unless a specific, verified basis exists for the claim. Performance depends on your infrastructure, your broker, your data source and market conditions.
Any live order-placement functionality is subject to the applicable broker, exchange and regulatory framework, and to the terms of the broker's API. Feasibility is assessed per project.
Bring your documented rules and we will map them onto these modules.