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Build

Turn one trading idea into a strategy you can explain.

Choose a decision engine, an execution mode, markets, position sizing, and risk controls. Keep each choice explicit enough to review in a backtest and runtime activity.

CurrentBuilder workflow

Five engines, one reviewable workflow

These are the strategy engines available in the current desktop app. Open a screen to see the configuration surface before choosing an execution mode.

AI Decision strategy builder in Gimmer AI DecisionGoverned runtime and evidence policy Indicators strategy builder in Gimmer IndicatorsTechnical conditions on closed candles TypeScript Code Editor strategy builder in Gimmer Code EditorTyped TypeScript strategy logic Swing strategy builder in Gimmer SwingDrawdown entries and recovery rules Portfolio allocation strategy builder in Gimmer PortfolioAllocation and threshold rebalancing

Choose a decision engine

EngineBest used forKey review
AI DecisionUsing a configured AI runtime to evaluate OHLCV and recommend an action.Runtime availability, decision evidence, fallback behavior, and execution constraints.
IndicatorsCombining technical indicators into repeatable buy, sell, long, short, or close decisions.Signal timing, candle interval, confirmation rules, and overlapping indicators.
Code EditorWriting typed TypeScript logic with bot, strategy, portfolio, and OHLCV context.Determinism, error handling, data access, and neutral behavior on failure.
SwingTrading configured declines, recoveries, rallies, and exits over longer movements.Entry spacing, recovery logic, capital usage, and optional Martingale exposure.
PortfolioMaintaining target allocations and rebalancing when drift crosses a threshold.Total allocation, rebalance threshold, asset liquidity, and long or short direction in Margin.

Select execution separately

For supported engines, choose Spot or Margin in the builder. Spot buys or sells owned assets. Margin can open long or short exposure and introduces leverage, borrowing, interest, margin requirements, and liquidation risk.

The decision engine and execution mode are separate so the same signal logic can be reviewed under different risk and order rules.

Configure the strategy

  1. Name the strategy. Use a name that distinguishes the engine, execution mode, interval, and revision.
  2. Select the exchange and markets. Include only supported pairs whose balances, precision, and minimum orders you understand.
  3. Set the candle interval. Decisions are evaluated from closed candles at that interval; a shorter interval increases evaluation and execution frequency.
  4. Define position sizing. Confirm whether the value is a percentage or fixed amount and how it applies across multiple markets.
  5. Add risk controls. Configure stop loss, trailing behavior, limits, and engine-specific safeguards without assuming that any control is infallible.
  6. Save and backtest. Inspect the full report and trades before simulation.

Keep the first version reviewable

  • Use one coherent thesis instead of many unrelated indicators.
  • Avoid allocating the full available balance.
  • Account for simultaneous positions across every selected market.
  • Use realistic fees and execution assumptions.
  • Create a new revision when changing material parameters so evidence remains attributable.

Optimization can overfit

A parameter search can find a configuration that describes historical noise. Use the Strategy Optimizer guide to build a bounded search, reserve unseen dates, compare neighboring parameter values, and prefer stable behavior over the single highest return.