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PTQ changelog ·

Rules on their own timeframe, and 22 more indicators

A big week for the strategy composer. Most of what's here started with a report from you.

Rules can read a longer timeframe

Every rule in the composer used to run on the same timeframe as your entries. It could only compare one indicator with another, and the indicator list was short. So a filter like an hourly EMA 200 on 15-minute entries couldn't be written.

Each indicator in a rule can now have its own longer timeframe. It only reads the last bar of that timeframe that had fully closed, so a backtest never sees a price that hadn't happened yet. Open the longer-timeframe note on a backtest to see which closed bar each value came from.

Rules can also take a transform: change, slope, regression line, rising or falling, rolling high, low, average or spread, z-score, percentile rank, absolute value or clip. And there are 22 more indicators, including ADX and DI, Stochastic and Stochastic RSI, Keltner channels, Chandelier exits, an ATR trailing stop, OBV, relative volume and session VWAP with bands.

Rules can do arithmetic on indicators too (add, subtract, multiply, divide, min, max or % difference), so "close more than 2% above its average" works. For now Claude writes those, or you add them in the strategy's JSON. Ask Claude for something like "ADX above 15 with a 3-bar slope above 1".

Enter once, then wait

If your entry rules stayed true, a composed strategy could enter again on the same bar its stop or target closed the trade. There was no way to say "one trade per setup".

The composer now has a switch: "Enter once, then wait for the entry condition to turn false". With it on, the strategy enters when your rules turn true, then waits for them to be false on a finished bar before it can enter again. It works with your trades-per-day limit, which only counts trades that actually opened.

More choices when your signal is your position

Last week you got "My position" mode for a +1, 0, -1 signal. It always sized trades from your risk per trade with an ATR stop, and closed them at the next bar's open, so a trade that went flat on your last candle stayed open.

There are now three settings in the builder, all off unless you pick them. You can also ask Claude to set them.

  • Size each trade: a fixed amount, in whole units (rounded down) or fractional.
  • Stop: a percent from entry, for longs and shorts.
  • Exits fill at: the next open (as before), the close of the bar where your signal changed, or a fill price column in your upload.

Filling at the signal bar's close closes a trade that went flat on the last bar. Those results are marked as a PTQ simulation. Results on your own fill prices are marked as yours, for reconciliation only. Your risk per trade still caps the size, and PTQ's costs and cost stress test apply in every mode.

See where cost drag comes from

Cost drag used to be one percentage with nothing saying what went into it. Open Cost drag on any backtest now, including runs on your own data, and you'll see the formula, the starting equity it's measured against, the combined rate per side, how it grows with trade size, and what you paid on entries and exits. It also shows that your live slippage limit doesn't change a backtest.

Bring a strategy in from Amber Terminal

The strategy builder has a new panel: Import a strategy from Amber Terminal. Ask Claude for your BTST strategy as JSON and paste it in. The entry and exit rules load as Quant rules. PTQ keeps its own stop, target, size and costs. Anything it can't work out the same way is refused, and the message names it.

If your licence lapses, your exits still run

If your licence lapses, say your membership ends or the PTQ app is offline for more than 3 days and can't renew, the app on your computer now stops opening new trades and lets every exit, stop and close through. A paused strategy can resume in exits-only mode so it can close what it holds. Everything else that needs a licence stays locked until you renew.

This is in version 0.5.2 of the PTQ app. Get it from Integrations, then Get the app. It needs macOS or Linux and Node 20 or newer. Live execution is experimental and has never been tested against a live venue.

Quant Terminal and Amber Terminal

Two tools that run on your own computer. You install each by pasting a prompt into Claude Code, and you update by pasting it again in the same folder.

Quant Terminal is a charting app with TradingView-style charts, 87 indicators, alerts, a screener, bar replay, paper trading and a strategy tester. Every tester result can go through the same checks PTQ uses. With the PTQ app running on the same computer, Check with PTQ sends the rules to your PTQ account, which tests them on its own engine and saves the strategy there. Quant Terminal never places an order or arms a strategy. Get it at /tradingview.

  • The quant checks' Monte Carlo now scales each trade by your position size, and the cost stress always tests at least 0.05% slippage per side.
  • Search XAUUSD or gold for spot gold, and XAGUSD for silver.
  • If Claude Code's auto mode blocks the install, Claude hands you one command at a time and shows you the rule to add with /permissions.

Amber Terminal is a market terminal in the style of Bloomberg's, with BTST for backtests. Get it at /bloomberg.

  • Every BTST run through Claude saves a dated copy of the bars it tested on, with a SHA-256 hash. Ask Claude to rerun with replay and the snapshot id to get the result on exactly the same bars.
  • BTST can enter on a limit at a level you choose, like an older high or low or a 20-bar channel. It fills only if price gets there within the bars you allow.
  • QQQ DES and QQQ CHART work for ETFs. PORT ADD adds to a holding (PORT SET replaces it), PORT holds US options, and OMON takes a date or a month, like OMON AAPL JAN27.
  • Its PTQ connector checks it's really talking to PTQ before it sends anything.

Fixes

  • A backtest on one market ignored your trades-per-day limit, so a limit of 1 could show several trades on one day. It now stops opening trades once the limit is hit and starts again the next day (UTC). Each run records the limit it used and how many days it was reached.
  • Saving a composed strategy on your own uploaded data was refused with "data not attached", even when the data was fine. It now saves, as long as the strategy's timeframe matches the dataset's.
  • Adding your own price history through Claude or Codex failed with "outcome may be unknown" once the CSV passed about 1 MB. Nothing was saved and no credits were taken. Calls now take up to 16 MB and 100,000 rows, and one over the limit says so. If you use the downloadable connector, run the setup command on the Connect page again.
  • Get the app on Integrations led to a dead end, and Trade for real on Connect was refused. Both now download the PTQ app and check it against its SHA-256 before saving it.

If something here doesn't work the way it says, or there's something you want PTQ to do next, tell us.