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The textarea at /app/quick parses one-line natural-language rules into a structured Strategy IR. The IR is the contract between every layer of Glitch Trade — backtester, compiler, marketplace, linter — so a rule you type in plain English ends up identical to one a power user authored in code.

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Patterns the parser understands

buy BTCUSD at 80000, sell at 81000
sell EURUSD at 1.10, buy back at 1.09 with 0.5% risk
long XAUUSD when price >= 2050, exit at 2080
short JPN225 when price <= 38000, exit at 37500

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Optional size suffixes

Append any of:
  • with 0.01 units — fixed-units sizing
  • with 0.5 lots — fixed-lots sizing
  • with 0.5% risk — risk per trade as a fraction of account equity

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What the parser produces

Behind the scenes the rule becomes a Strategy IR document — JSON describing the instrument, entry condition, exit condition, sizing, and any firm guards you’ve enabled. You can view the IR by saving the strategy and opening Strategy IR (JSON) on the detail page.

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Honest limits

Quick rules are price-trigger style: they have no stop-loss by default. The backtester surfaces this clearly when it detects hidden losses:
This rule has no stop-loss. N positions opened during the backtest are still open at end of period — capital frozen until price returns to the exit. Mark-to-market unrealised PnL: $X.
For strategies that need stops, partial take-profits, or trailing logic, use the visual builder or the code editor (both ship in later releases). Quick rules are the on-ramp.

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Firm Mode

Add prop-firm rule guardrails to any quick rule.

Backtest

How the simulator works and how to read the result.