Coming soon / Early access — not yet on sale

AutoTrader Bot for Quantower

A configurable automated trading framework being built now: bring a built-in strategy or describe your own rules, set your risk parameters, prove it in the backtester and in paper mode — and only then decide about live use. This page describes what's being built. It is not yet available for purchase.

Join the waitlist FAQ

Configurable parameters

Everything important is a parameter you set — no recompiling, no code changes for normal use. The exact parameter list will be finalized before early access opens.

AreaExamples of what you control
Instrument & sessionSymbol, timeframe / bar type, trading session start and end, days enabled
Entries & exitsStrategy selection, strategy inputs, stop-loss and take-profit (points/ticks), trailing options where supported
Position sizingFixed quantity or risk-based sizing inputs, maximum quantity
Risk railsMax daily loss, max trades per day, max concurrent positions, flatten-at-time, kill-switch conditions
ExecutionPaper / live mode, master switch, order type preferences

Built-in strategies

EMA Crossover

Fast/slow exponential moving average cross entries with configurable periods.

RSI

Relative Strength Index threshold logic with configurable period and levels.

Bollinger Bands

Band-touch / band-reversion entries with configurable period and deviation.

Donchian Channel

Channel breakout entries with configurable lookback.

VWAP

Session VWAP-based entries with configurable deviation bands.

Range-Fade

Defined-range edge fading with a minimum range filter — ranges below your threshold are skipped.

Strategy names describe mechanics only. A strategy being built-in says nothing about whether it will perform well — that depends on your parameters, instrument, and market conditions, and most strategies don't work as-is. Backtest and paper-trade before you risk anything.

No-code rule engine

Prefer your own logic? Describe entry and exit conditions as JSON rules — indicators, comparisons, and AND/OR grouping — without writing C#. If you can write a checklist for a trade, you can write a rule set.

Example rule set (illustrative format)
{
  "strategy": "custom-rules",
  "symbol": "NQ", "timeframe": "1m",
  "entry": { "all": [
    { "indicator": "ema", "period": 9,  "condition": "above", "ref": "vwap" },
    { "indicator": "rsi", "period": 14, "condition": "between", "min": 40, "max": 70 }
  ]},
  "exit": { "stopLossPoints": 7.5, "takeProfitPoints": 9.5 },
  "risk": { "quantity": 1, "maxDailyLoss": 250, "maxTradesPerDay": 6 }
}

Backtester & paper mode

Backtester

Run a parameter set against historical bars before it touches a live feed. Treat results as a sanity check, not a promise — backtests overfit easily, exclude real-world slippage and queue effects, and past performance does not predict future results.

Paper mode

Run the bot live against a simulated account with the same code path as live mode. This is the intended proving ground: if it doesn't behave in paper exactly as configured, it doesn't go live.

Risk rails, not suggestions

  • Master switch defaults OFF. The bot does not trade until you turn it on.
  • Hard daily loss limit — when it's hit, the bot stops for the day.
  • Caps you set: max quantity, max concurrent positions, max trades per day.
  • Session window — outside your configured hours, no new entries.
  • Full logging of every signal, decision, order, and rail trigger.

Risk rails limit the bot's behaviour; they cannot limit market risk. Gaps, fast markets, disconnects, and broker-side issues can all produce losses beyond a configured stop. See the risk disclosure.

Get early access

Join the list for launch notes, build updates, and early-access invites for the TradeCopier — and the waitlist for the AutoTrader Bot. No spam, no signals, no hype. Just product updates.

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