gsTradingEngine v2.0

The gsTradingEngine is the C# backtesting engine built into gStockly. Write algorithmic trading strategies directly in the browser — they are compiled at runtime via Roslyn and executed against real historical OHLCV data.

How It Works

Every strategy inherits from TradingSystemBase and implements exactly two methods:

• ConfigureSystem() — called once at startup to set tickers, dates, capital and parameters.
• ExecuteStrategy() — called for every trading day × every ticker. This is where your buy/sell logic lives.

public override void ConfigureSystem()
{
    Config.Tickers  = new[] { "AAPL", "MSFT" };
    Config.FromDate = new DateTime(2020, 1, 1);
    Config.ToDate   = DateTime.Today;
    Config.StartEquity        = 10_000;
    Config.InvestmentPerTrade = 10_000;
}

public override void ExecuteStrategy(string ticker = null)
{
    // CurrentTicker and CurrentDate are set automatically by the engine
    double sma20 = GetSMA(20);
    double sma50 = GetSMA(50);
    bool inPos = OpenPositions.ContainsKey(CurrentTicker);

    if (sma20 > sma50 && !inPos) Buy("SMA20 crossed above SMA50");
    if (sma20 < sma50 &&  inPos) Sell("SMA20 crossed below SMA50");
    SetStopLoss(5.0);
}

ConfigureSystem()

Called once before the backtest begins. Set your tickers, date range, capital, commissions and execution parameters here. In v2 you can also define a dynamic universe and ranked portfolio rules. Parameters set via the UI always override values set in code.

TradingSystemConfig Properties

ExecutionType

Controls which price is used when an order is executed on a given day.

BacktestMode

Ranked Universe v2

v2 adds a new cross-sectional workflow. Instead of relying only on a manually typed ticker list, you can resolve a dynamic universe from metadata and assign a score to each ticker inside ExecuteStrategy(). On rebalance bars the engine automatically buys the top-ranked names.

UniverseFilter

RankedUniverseOptions

Health & Versioning v2

The v2 backend exposes explicit deployment metadata from /health so you can verify which engine is active on the server.

{
  "status": "ok",
  "engine": "gsTradingSystemEngine_v2",
  "version": "2.0.0",
  "built": "2026-06-27",
  "ts": "2026-06-27T10:00:00Z"
}

ExecuteStrategy()

Called for every active trading day for every ticker. The engine sets the following properties automatically before your code runs:

Score Helpers v2

double score = 0;
if (Close() > GetSMA(200)) score += 10;
score += GetChangePercent(60);

if (score >= 20)
    SetScore(score, $"score={score:F1}");
else
    ClearScore();

Orders

// Exit if price drops 5% below entry (long position)
SetStopLoss(5.0);

// Stop with early return — skip remaining logic if stopped out
if (SetStopLoss(7.0)) return;

// Exit at +15% profit
if (SetTakeProfit(15.0)) return;

// Combine with stop loss: take profit at 15%, stop at 5%
if (SetTakeProfit(15.0)) return;
SetStopLoss(5.0);

// Trail 8% from peak (long)
if (SetTrailingStop(8.0)) return;

// Combine: tight initial stop, then trail once in profit
if (currentGainPercent() > 5.0)
    SetTrailingStop(6.0); // switch to trailing once +5%
else
    SetStopLoss(3.0);   // tight fixed stop while not yet in profit

// Standard: 2× ATR(14) stop
SetATRStop();

// Wide stop for swing trading: 3× ATR(14)
SetATRStop(3.0);

// Tight stop for mean reversion: 1.5× ATR(10)
SetATRStop(1.5, 10);

OpenPositions

OpenPositions is a Dictionary<string, TradePosition> where the key is the ticker symbol. It always reflects the currently open trades.

// Check if a position is open for the current ticker
bool inPos = OpenPositions.ContainsKey(CurrentTicker);

// Filter by side using PositionSide
bool hasLong  = OpenPositions.Any(p => p.Value.PositionSide == 1);
bool hasShort = OpenPositions.Any(p => p.Value.PositionSide == -1);

// How many positions are open?
int count = OpenPositions.Count;

TradePosition Properties

Equity & Gain Helpers

// Take profit at +15%
if (currentGainPercent() > 15.0)
    Sell("Take profit +15%");

// Invest 10% of current equity per trade (compounds over time)
Config.InvestmentPerTradePercTotalEquity = 10;

Log()

Log($"RSI={rsi:F1} SMA20={sma20:F2} — entering long");
// → [AAPL 2023-06-15] RSI=28.4 SMA20=182.34 — entering long

Log($"Stop hit at {Close():F2}, entry was {pos.OpenPrice:F2}");

Candle Access

All candle functions default to CurrentTicker and DefaultTimeframe. Offset 0 = current day, -1 = one period back, -2 = two periods back, etc.

// Compare yesterday's close to today's
double today     = GetClose(0);
double yesterday = GetClose(-1);
bool   upDay     = today > yesterday;

// Access another ticker (e.g. S&P 500 as filter)
double spxClose = GetClose(0, "d", "^GSPC");
if (spxClose < GetClose(-1, "d", "^GSPC")) return; // skip if market is down

Date Helpers

GetChangePercent()

// 20-day momentum
double mom20 = GetChangePercent(20);

// Weekly performance over last 4 weeks
double w4 = GetChangePercent(4, "w");

// Only buy if 3-month momentum is positive
if (GetChangePercent(63) > 0 && !inPos) Buy("Positive 3-month momentum");

GetSlopePercent()

// Confirm uptrend: slope > 0.05% per day
if (GetSlopePercent(30) > 0.05) Buy("Rising slope");

// Weekly slope > 0 = structural uptrend
bool weeklyUp = GetSlopePercent(26, "w") > 0;

GetDaysInPosition()

// Exit if held more than 20 days without reaching target
if (GetDaysInPosition() > 20)
    Sell("Time exit: 20 days elapsed");

// Tighten stop after 10 days in position
double stopPct = GetDaysInPosition() > 10 ? 3.0 : 6.0;
SetStopLoss(stopPct);

IsFirstBarOfWeek() / IsFirstBarOfMonth()

// Only enter positions at start of week
if (!IsFirstBarOfWeek()) return;

// Monthly rebalancing
if (IsFirstBarOfMonth())
{
    CloseAllPositions();
    Log("Monthly rebalance triggered");
}

Moving Averages

All MA functions now support the tf parameter for multi-timeframe indicators. If tf differs from DefaultTimeframe, the engine automatically preloads that timeframe's data on first use. Powered by Skender.Stock.Indicators.

Oscillators

double rsi = GetRSI(14);
var (macd, signal, hist) = GetMACD();
var (upper, mid, lower)  = GetBollingerBands(20, 2.0);
var (k, d) = GetStochastic();

if (rsi < 40 && hist > 0 && !OpenPositions.ContainsKey(CurrentTicker))
    Buy("RSI oversold + MACD positive histogram");

Trend & Channels

Volume

Other Indicators

Example: SMA Crossover

The classic golden/death cross — long when SMA20 > SMA50, exit when it crosses back. Uses NextOpen execution for realism.

public override void ConfigureSystem()
{
    Config.Tickers            = new[] { "AAPL" };
    Config.FromDate           = new DateTime(2018, 1, 1);
    Config.ToDate             = DateTime.Today;
    Config.StartEquity        = 10_000;
    Config.InvestmentPerTrade = 10_000;
    Config.SpreadPricePerc    = 0.01;
    Config.PercTax            = 26;
    Config.DefaultExecutionType = ExecutionType.NextOpen;
}

public override void ExecuteStrategy(string ticker = null)
{
    double sma20 = GetSMA(20);
    double sma50 = GetSMA(50);
    bool   inPos = OpenPositions.ContainsKey(CurrentTicker);

    if (sma20 > sma50 && !inPos) Buy("SMA20 > SMA50");
    if (sma20 < sma50 &&  inPos) Sell("SMA20 < SMA50");
    SetStopLoss(5.0);
}

Example: Trend Following Long/Short

Long when all three SMAs are aligned up, short when aligned down. Uses PositionSide to distinguish position direction.

public override void ExecuteStrategy(string ticker = null)
{
    double sma20  = GetSMA(20);
    double sma50  = GetSMA(50);
    double sma200 = GetSMA(200);

    bool longEntry  = sma20 > sma50 && sma50 > sma200;
    bool shortEntry = sma20 < sma50 && sma50 < sma200;
    bool hasLong  = OpenPositions.Any(p => p.Value.PositionSide == 1);
    bool hasShort = OpenPositions.Any(p => p.Value.PositionSide == -1);

    // Exits first
    if (!longEntry  && hasLong)  Sell("Trend reversal exit");
    if (!shortEntry && hasShort) Cover("Trend reversal cover");

    // Entries
    if (longEntry  && !hasLong  && !hasShort) Buy("Bullish alignment");
    if (shortEntry && !hasShort && !hasLong)  Short("Bearish alignment");

    SetStopLoss(5.0);
}

Example: RSI Mean Reversion + Bollinger Bands

public override void ExecuteStrategy(string ticker = null)
{
    double rsi = GetRSI(14);
    var (upper, mid, lower) = GetBollingerBands(20, 2.0);
    double close = Close();
    bool   inPos = OpenPositions.ContainsKey(CurrentTicker);

    // Entry: RSI oversold AND price near lower Bollinger band
    if (rsi < 30 && close < lower * 1.01 && !inPos)
        Buy("RSI oversold + BB lower");

    // Exit: RSI overbought OR price touches upper band
    if (inPos && (rsi > 70 || close > upper * 0.99))
        Sell("RSI overbought or BB upper");

    SetStopLoss(8.0);
}

Example: Multi-Ticker Portfolio

Use DateFirst mode to process all tickers on the same date. Invest a fixed % of equity per trade so positions scale with portfolio growth.

public override void ConfigureSystem()
{
    Config.Tickers = new[] { "AAPL", "MSFT", "GOOGL", "AMZN", "NVDA" };
    Config.FromDate           = new DateTime(2020, 1, 1);
    Config.ToDate             = DateTime.Today;
    Config.StartEquity        = 50_000;
    Config.InvestmentPerTradePercTotalEquity = 20; // 20% of equity per position
    Config.Mode               = BacktestMode.DateFirst;
}

public override void ExecuteStrategy(string ticker = null)
{
    double rsi    = GetRSI(14);
    double sma50  = GetSMA(50);
    double sma200 = GetSMA(200);
    bool   inPos  = OpenPositions.ContainsKey(CurrentTicker);

    if (Close() > sma50 && sma50 > sma200 && rsi > 50 && rsi < 75 && !inPos)
        Buy($"Momentum entry {CurrentTicker}");

    if (inPos && (Close() < sma50 || rsi < 40))
        Sell("Exit: below SMA50 or RSI weak");

    SetStopLoss(6.0);
}

Example: Ranked S&P 500 Universe v2

This is a simple v2 validation strategy. It resolves the S&P 500 dynamically, scores every ticker and on weekly rebalance bars buys the 5 highest scores using a unified portfolio.

public override void ConfigureSystem()
{
    Config.Universe = new UniverseFilter
    {
        PartOf = "S&P 500",
        Category = "Stock",
        EnabledOnly = true
    };

    Config.RankedUniverse = new RankedUniverseOptions
    {
        Enabled = true,
        MaxPositions = 5,
        RebalanceFrequency = "Weekly",
        MinScore = 20
    };

    Config.UnifiedPortfolio = true;
    Config.FromDate = new DateTime(2022, 1, 1);
    Config.ToDate = new DateTime(2024, 12, 31);
    Config.StartEquity = 100000;
    Config.InvestmentPerTradePercTotalEquity = 20;
    Config.DefaultExecutionType = ExecutionType.Close;
    Config.DefaultTimeframe = "d";
}

public override void ExecuteStrategy(string ticker = null)
{
    double sma50 = GetSMA(50);
    double sma200 = GetSMA(200);
    double rsi = GetRSI(14);
    double momentum60 = GetChangePercent(60);

    if (sma50 <= 0 || sma200 <= 0)
    {
        ClearScore();
        return;
    }

    double score = 0;
    if (Close() > sma200) score += 10;
    if (sma50 > sma200) score += 10;
    if (rsi >= 50 && rsi <= 70) score += 10;
    score += momentum60;

    if (score >= 20)
        SetScore(score, $"score={score:F1}");
    else
        ClearScore();
}

Example: Trailing Stop + Take Profit

Combines a fixed initial stop loss with a trailing stop that activates once the trade is profitable, plus a take profit target.

public override void ExecuteStrategy(string ticker = null)
{
    double rsi  = GetRSI(14);
    double sma50 = GetSMA(50);
    bool   inPos = OpenPositions.ContainsKey(CurrentTicker);

    // Entry: RSI recovering from oversold, above SMA50
    if (!inPos && rsi > 35 && rsi < 55 && Close() > sma50)
    {
        Buy("RSI recovery above SMA50");
        Log($"Entry RSI={rsi:F1} close={Close():F2}");
        return;
    }

    if (!inPos) return;

    // Take profit at +20%
    if (SetTakeProfit(20.0)) return;

    // Once +5% in profit: switch to 8% trailing stop
    if (currentGainPercent() > 5.0)
    {
        if (SetTrailingStop(8.0)) return;
    }
    else
    {
        // Fixed stop while not yet in profit
        SetStopLoss(4.0);
    }

    // Time exit: close after 30 days regardless
    if (GetDaysInPosition() > 30)
        Sell("Time exit: 30 days");
}

Example: Multi-Timeframe Strategy

Filter entries using weekly trend context, execute on daily signals. The engine loads the weekly data automatically on demand.

public override void ExecuteStrategy(string ticker = null)
{
    // Weekly context: only trade in the direction of the weekly trend
    double weeklySMA20 = GetSMA(20, "w");
    double weeklySMA50 = GetSMA(50, "w");
    double weeklySlope = GetSlopePercent(26, "w");
    bool   weeklyUp    = weeklySMA20 > weeklySMA50 && weeklySlope > 0;

    // Daily entry signal
    double dailyRSI  = GetRSI(14);
    double dailySMA20 = GetSMA(20);
    bool   inPos      = OpenPositions.ContainsKey(CurrentTicker);

    if (!inPos && weeklyUp && dailyRSI < 45 && Close() > dailySMA20)
    {
        Buy("Daily pullback in weekly uptrend");
        return;
    }

    if (inPos)
    {
        SetATRStop(2.0);       // volatility-adaptive stop
        SetTakeProfit(15.0);  // fixed target
        // Exit if weekly trend turns
        if (!weeklyUp) Sell("Weekly trend broken");
    }
}