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COMMANDS Global: GP Symbol: IBM FA
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Market Events

Define a condition over OHLCV data, find every historical day it fired, and back-test a simple buy/sell strategy around each event across a basket of symbols.

Define Event
Condition
Example Conditions

Click any row to load it into the form and run. Mix simple price/volume thresholds, regime shifts, and rare catalyst days.

Volatility Shocks
$VIX|C > 40VIX above 40 (extreme fear)
$VIX|C > C[-1] * 1.3VIX jumps 30% in a day
SPY|((C - C[-1]) / C[-1]) * 100 < -3S&P 500 drops more than 3%
SPY|((C - C[-1]) / C[-1]) * 100 > 2S&P 500 rallies more than 2% (relief days)
Trend & Breakouts
QQQ|C > ref(max(C, 252), -1)Nasdaq-100 makes a fresh 52-week high
AAPL|(C > avg(C, 50)) and (C[-1] < avg(C, 50))AAPL reclaims its 50-day moving average
NVDA|(C > ref(max(C, 20), -1)) and (V > 1.5 * avg(V, 20))NVDA breaks 20-day high on heavy volume
SPY|(avg(C, 50) > avg(C, 200)) and (ref(avg(C, 50), -1) <= ref(avg(C, 200), -1))S&P 500 golden cross (50MA crosses above 200MA)
Crypto & Risk
BTCUSD|((C - C[-1]) / C[-1]) * 100 > 5Bitcoin rallies more than 5% in a day
BTCUSD|((C - C[-1]) / C[-1]) * 100 < -7Bitcoin drops more than 7% (capitulation days)
BTCUSD|(C > avg(C, 50)) and (avg(C, 50) > avg(C, 200))Bitcoin in confirmed uptrend (price > 50MA > 200MA)
Earnings & Catalyst Days
AAPL|(V > 2 * avg(V, 20)) and (((C - C[-1]) / C[-1]) * 100 > 3)Apple jumps 3%+ on 2× volume (likely catalyst)
TSLA|(V > 2 * avg(V, 50)) and (((C - C[-1]) / C[-1]) * 100 < -5)Tesla drops 5%+ on heavy volume
META|((C - C[-1]) / C[-1]) * 100 > 10Meta up 10%+ in a day (the rare big moves)
Macro Echoes
GLD|(C > avg(C, 50)) and (C[-1] < avg(C, 50))Gold reclaims its 50-day MA
GLD|((C - C[-1]) / C[-1]) * 100 > 2Gold rallies more than 2% in a day
USO|((C - C[-1]) / C[-1]) * 100 > 5Crude oil ETF up 5%+ in a day
Formula Patterns

Building blocks you can copy, tweak, and combine. Click any pattern to load it as a row.

Price comparisons
Up day
C > C[-1]
Up > 5% in a day
C > C[-1] * 1.05
Close above 20-day MA
C > avg(C, 20)
Above 20MA and 20MA above 50MA
(C > avg(C, 20)) and (avg(C, 20) > avg(C, 50))
Breakouts
20-bar high (excl. today)
C > ref(max(C, 20), -1)
52-bar high (intraday)
C > ref(max(H, 52), -1)
20-bar high on 1.5× volume
(C > ref(max(C, 20), -1)) and (V > 1.5 * avg(V, 20))
Reversals & exhaustion
3 down then 2% bounce
(C[-1] < C[-2]) and (C[-2] < C[-3]) and (C > C[-1] * 1.02)
10-bar low broken intraday but green close
(L < ref(min(L, 10), -1)) and (C > O)
Volatility & range
Range > 2× avg 20-day range
(H - L) > 2 * avg(H - L, 20)
Inside day
(H < H[-1]) and (L > L[-1])
Volume
Volume > 2× 20-day avg
V > 2 * avg(V, 20)
Volume blow-off (3× 50-day)
V > 3 * avg(V, 50)
Combining with and / or
Above 20MA on rising volume
(C > avg(C, 20)) and (V > 1.5 * avg(V, 10))
Big move day (5% either direction)
(C > C[-1] * 1.05) or (C < C[-1] * 0.95)
Formula DSL Cheat Sheet

Each row's formula uses bar-local variables that reference the row's symbol.
Example: (C > avg(C, 20)) and (V > 1.5 * avg(V, 10))

Bar Variables
VariableMeaning
OOpen
HHigh
LLow
CClose
VVolume
C[-1], H[-2], …Prior bars (negative offsets)
Functions
FunctionMeaning
avg(C, 20) / mean(C, 20)20-bar simple average of close
sum(V, 10)10-bar sum of volume
min(C, 20) / max(C, 20)20-bar lowest / highest close
ref(C, 5)Close 5 bars ago
between(x, lo, hi)True if lo ≤ x ≤ hi
least(a, b, …) / greatest(a, b, …)Min / max of arguments
Operators
OperatorPurpose
and / or / notLogical
+ - * /Arithmetic
> < >= <= == !=Comparison
(…)Grouping
Quick Examples
FormulaDescription
C > ref(max(C, 20), -1)20-bar high break (excl. current bar)
C < ref(min(C, 20), -1)20-bar low break (excl. current bar)
(C > avg(C, 20)) and (V > 1.5 * avg(V, 10))Above 20-day MA on 1.5× volume
(O > H[-1]) and (C > O)Gap up and run
(O < L[-1]) and (C < O)Gap down and run
Custom Event Dates

Date Range
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What trading strategy would you like to simulate for each event date?
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