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A strategy in Glitch Trade is a JSON document called a Strategy IR (intermediate representation). Every authoring surface — quick rule, visual builder, code editor — produces or consumes the same IR shape. The IR is what the backtester runs, what the compiler turns into a cBot, and what the marketplace lists.

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Where strategies come from

Quick rule

One-line natural language. Parsed into a single-block IR.

Visual builder

Drag indicator/entry/exit nodes onto a DAG. Compiled to IR on save. (Beta)

Code editor

Author cAlgo C# directly with Glitch Trade’s SDK + firm-rule linter. (Pro+ tier)

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What the IR contains

Every strategy IR has these sections:
  • instruments — symbol + timeframe pairs (e.g. EURUSD / h1)
  • indicators — optional named indicators (SMA, EMA, ADX, ATR, RSI, MACD, BB, Stoch, VWAP)
  • entries — when to open a position, which side, what size
  • exits — stop-loss, take-profit, partial TP, trailing, time stop, limit
  • sizing — risk-per-trade default
  • guards — optional firm-rule constraints (FundingPips, FTMO, MFF, Apex, The5ers, GetLeveraged)

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Forking + marketplace

Public strategies can be forked by anyone — copies the IR into your own account so you can edit. Authors can publish strategies to the marketplace with a one-time price or subscription; the platform takes 30%, the author keeps 70%. Marketplace ranking is anti-self-report: pass-rates are computed from the author’s own tracked accounts, not from claims. A strategy can’t lie about its track record.

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What strategies are not

A strategy is the rule, not the trade. Glitch Trade does not place trades on your account — the compiled cBot does, running on your machine or via cTrader Automate (later: MetaApi-hosted execution for MT4/MT5 accounts on Pro Quant). You stay in control of the execution path.