Instructions for AI models

Rule Collider tests one trading rule on one symbol over years of one broker's price history and reports what it did, in R, on data the rule was not fitted to. It has no AI model inside it. This page teaches a model of the user's own how a rule is written for it, so that a setup described in words can be turned into the tool's settings.

For the person reading this

Give your AI model this page and your setup. A line to copy:

Read https://app.rulecollider.com/ai-instructions.txt and follow it. Then turn this setup into Rule Collider settings: <your setup in words>

The model answers with the settings in words and with the rule as a block of JSON. Paste that block into the builder under "Paste a rule". The builder checks it, fills the form and shows the rule in words; compare that with what you asked for. Nothing runs until you run it, and a paste counts against nothing.

Your task, if you are the model

1. Translate; do not judge. Turn the setup into settings. Give no opinion on whether it will make money and promise nothing.
2. Ask for what is missing; do not guess. A rule needs a symbol, a direction, at least one condition with a number, a stop and a target. If the setup leaves one out, or leans on a time of day it does not give, ask the user. Settings the tool fills by itself (listed below as defaults) can be left out of the rule.
3. Use only the names on this page: the symbols, the features, the operators and the ranges, written exactly as they are here. Never invent a name. A feature is available only for the symbols and the clock this page says.
4. When part of the setup cannot be expressed, say so before anything else and name the part. You may offer the nearest condition the tool has as an approximation, and write the rule with it only after the user has accepted it. Never put an approximation in without saying so.
5. Answer in this order: first the settings in words, in the builder's order (Symbol, Direction, Clock, Conditions, Entry, Exit, Filters, Costs); then the rule as one block of JSON, for the builder's "Paste a rule" box; then the line: Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.
6. Leave window and validation out of the rule. The builder supplies the dates and the out-of-sample split.

What a rule is

• One symbol and one direction. A rule that trades both ways is two rules.
• One to five conditions, each a feature, an operator and a number. All of them have to hold on the same bar, the signal bar. There is no "or" and no "crosses": for "the bar where this becomes true" use the onset trigger.
• A clock: the conditions are read on every five-minute close (m5) or on every hourly close (h1). On the hourly clock a feature with no timeframe in its name is read on hourly bars, and the stop is sized on the hourly ATR.
• An entry order placed after the signal bar, an exit (a stop, a target, and optionally break-even, trailing and a flat time), filters and costs.
• Results are in R: one R is the distance from the entry to the stop.

The rule as JSON

Only symbol, direction and conditions are required. Every other block may be left out and takes the default named below. A complete example:

{
  "symbol": "EURUSD",
  "direction": "BUY",
  "clock": "h1",
  "conditions": [
    {
      "feature": "rsi",
      "operator": "gt",
      "threshold": 60
    }
  ],
  "entry": {
    "trigger": "state",
    "order_type": "stop",
    "distance": {
      "type": "pips",
      "value": 2
    },
    "expiry_bars": 4
  },
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2.5
    },
    "target": {
      "type": "r",
      "value": 2
    }
  },
  "filters": {
    "weekdays": [
      "mon",
      "tue",
      "wed",
      "thu",
      "fri"
    ]
  },
  "costs": {
    "spread": "measured",
    "commission_pips": 0
  }
}

Top level

• symbol: a name from the Symbols table, exactly as written there, square brackets included.
• direction: BUY for long, SELL for short.
• clock: m5 (the default) or h1. Cross-asset features (names starting x_) are on m5 only.
• conditions: one to 5 objects, each feature, operator and threshold. The operators are gt (above), lt (below), gte (at or above), lte (at or below) and eq (equal).

entry

• trigger: state (the default: every bar the conditions hold, and again after a stop-out while they still hold) or onset (only the bar where the conditions become true, one entry per episode).
• order_type: stop (the default: a pending order the distance past the signal bar's close, filled when price reaches it), market (filled at the first one-minute open after the signal bar closes) or limit (a pending order the distance back from the close).
• distance: {"type": "pips", "value": 2} is the default; pips from 0 to 100, or "type": "atr" from 0 to 2 ATR.
• expiry_bars: how many five-minute bars a pending order stands, 1 to 48, default 4; up to 288 for an order at a range.
• cooldown_bars: no new order for this many bars after a losing exit, 1 to 288. Optional.
• max_trades_per_day: at most this many fills a day, 1 to 50. Optional.
• rearm: with the onset trigger only, a condition (feature, operator, threshold) that has to hold once before a new episode counts. Optional.
• level: the name of a range from the Named ranges table. The order is then a stop order at the range's high plus the distance for a long (its low less the distance for a short), not a distance from the close. It needs trigger state and order_type stop, and it takes no one-minute confirmation.
• edge: with level, far (the default, the breakout end) or near (the order sits inside the range's near end and fills on the way back). reclaim: with edge near, {"type": "pips" or "atr", "value": n}: the order arms only after price has traded that far beyond the edge.

exit

• stop: {"type": "atr", "value": n} with n from 1 to 6 times the signal bar's ATR(14) (the default is 2); or "type": "pips" from 1 to 1000; or "type": "swing", the low (long) or high (short) of the last n bars, n a whole number from 3 to 100; or {"type": "level", "level": "<range>", "value": n}, the far end of a named range and n pips beyond it, 0 to 1000.
• target: {"type": "r", "value": n} with n from 1 to 6 times the stop distance (the default is 2.5); or "type": "pips" from 1 to 5000; or "type": "atr" from 0.5 to 20 ATR; or "type": "range", n times the height of the range the entry sits at, 0.5 to 20 (needs entry.level); or {"type": "level", "level": "<range>", "edge": "high" or "low"}, one end of a named range (needs entry.level).
• breakeven_r: once the trade is this many R in profit the stop moves to the entry. Optional.
• trail_trigger_r: the R at which trailing starts. Optional. trail_type: r (the default: the stop locks one R behind the trigger), atr (trails trail_atr ATR behind the price, 0.25 to 6) or bar (trails to the previous bar's low or high).
• max_hold_bars: close after this many bars. Optional.
• pyramid: {"at_r": n, "fraction": f}: when the trade is n R in profit (0.25 to 3) add f of the original size (0.25 to 1). Optional.
• close_all_time: leave it out and the rule is flat at the symbol's usual last bar of the day. Give "HH:MM" for another time (see Traps for the clock it is in), or null to hold overnight, in which case swap is charged.
• session_end_flat: "week" holds through the day's last bar and closes at the week's last bar. Leave it out otherwise.

filters

• max_spread_pips: a bar whose spread is wider than this is not entered on. Leave it out unless the user gives a figure; the builder puts in the symbol's own default.
• no_trade_start_hour and no_trade_end_hour: whole hours between which no order is placed, both or neither (see Traps for the clock). Leave them out for the default, the hours around the daily rollover; null for both means no hour filter.
• weekdays: the days a signal may fire on, from mon, tue, wed, thu, fri. Leave it out for all five.
• m1_confirmation: {"type": "atr" or "pips", "value": n}: price has to move that far in the trade's direction on one-minute bars before the order is placed. Stop orders only; not with entry.level. Optional.
• min_minutes_to_close: no new order with fewer than this many minutes left before the day-end flat, 5 to 720. Optional.

costs

• Leave the block out unless the user states their account's costs. By default a run charges the measured spread and the broker's measured slip on the entry, and no commission.
• spread: measured (the default) or off, for an account that pays commission in place of spread.
• An account described as a raw spread plus commission is "spread": "off" with the commission in commission_pips. Do not keep the measured spread and add the commission: that charges both. Say in the settings in words what it leaves out: the raw spread such an account still pays, small through the day and wide at the rollover and around releases.
• commission_pips: a round turn in pips, 0 to 100, default 0. From a commission per lot: divide the round-turn commission by what one pip is worth on one lot. On a currency pair quoted in dollars one pip on one lot is 10 dollars, so 6 dollars a lot is 0.6 pips. The pip of each symbol is in the Symbols table.
• entry_lag: custom with entry_lag_pips, the user's own slip per entry in pips, in place of the broker's measured one. Optional.

Traps

• A target in ATR is not a target in R. A target of 6 ATR on a stop of 2.5 ATR is 6 / 2.5 = 2.4 R. Write the target in the unit the user gave: "type": "atr" for ATR, "type": "r" for multiples of the risk.
• Units are in the tables. A percentile or a fraction runs from 0 to 1 (the lower half is below 0.5); a flag is 0 or 1 (use gt 0 for yes and lt 1 for no); an atr unit is a distance in ATRs; pips are the symbol's own pips.
• Two clocks for hours. The hour feature and every hour in a feature's description are broker time, the chart time in MetaTrader (two hours ahead of UK time all year). The three hour settings in the rule itself, exit.close_all_time, filters.no_trade_start_hour and filters.no_trade_end_hour, are UK time. A flat at 21:00 on the chart is "close_all_time": "19:00". When the user gives a time, ask which clock they mean.
• The timeframe a name is read on depends on the clock. On the m5 clock a plain name is the five-minute reading and an h1_ name the hourly one: rsi is the five-minute RSI and h1_rsi the hourly RSI. On the h1 clock the plain names are the hourly readings, so "RSI above 60 on the hourly chart" is rsi on the h1 clock (examples 1 and 7). An h1_ name on the h1 clock is the hourly bar before the signal bar, which is a different rule: write it there only when the user asks for the bar before. The h4_ and d1_ names are the four-hour and daily readings on either clock: "RSI above 60 on the daily chart" is d1_rsi.
• "60-day volatility" names three features: the 60-day percentile of the ATR (atr_pct_60d), of Parkinson's high-low estimate (parkinson_volatility_pct_60d) and of the Garman-Klass estimate (gk_volatility_pct_60d). When the user names none of them, use parkinson_volatility_pct_60d, and say in the settings in words that you chose it and what the other two are. Over 20 days there are two, parkinson_volatility_pct_20d and gk_volatility_pct_20d, and the same holds: Parkinson's when none is named, said in words.
• A condition on another market exists only in seven kinds, only for the reference markets listed for the symbol, and only on the m5 clock. Another market's high, low or level is not among them.
• A rule needs at least one condition. For an order that depends on nothing but a range ("buy the break of yesterday's high"), use hour gte 0, which holds on every bar, and say that you did.
• The round-number ranges exist on currency pairs only, and the session ranges only on symbols that have a session open; the Symbols table says which ranges a symbol does not have.

Symbols

42 symbols. The reference markets are the short names used in cross-asset features, x_<market>_<kind>. The "also called" column holds names people use for the symbol: a setup that uses one of them means that symbol, with nothing to confirm, and the rule carries the name in the first column. A currency pair written with a slash (EUR/USD) is the same symbol without it.

Features

186 features of the symbol being traded, in groups, and seven kinds of condition on another market. The example column is one way the feature is used, not a suggestion. The descriptions are written for the m5 clock; on the h1 clock a name with no timeframe in it is the same reading on hourly bars.

Trend (9)

Direction and strength of the M5 moving-average structure.

Momentum (40)

Rate of change, oscillators, range position and order-flow proxies on M5 bars.

Volatility (13)

Range, ATR and variance measures and their regime.

Candle (10)

Shape of the current M5 bar and short streaks.

Session (6)

Asian, London and New York session structure in broker time (the chart time in MT5).

Calendar (10)

Clock and calendar position of the bar in broker time (the chart time in MT5).

Scheduled releases (17)

Time to and from five scheduled releases (the FOMC statement, the US jobs report, the US consumer price index, the ECB's and the Bank of England's rate decisions) and the days they fall on, in broker time, at the scheduled minute from the institutions' own calendars. Computed when a rule runs, so there is no stored range.

Levels (29)

The day's open, yesterday's high, low and colour, the week's opening range, the inside bar, the day's stretch, the session's opening range and the round numbers of a currency pair, on the bars of the rule's clock, in broker time. Read on mid prices (the bar's bid plus half its spread), so the daily rollover's spread does not set a level.

Higher timeframe (24)

Values of the last H1, H4 or D1 bar that had already closed when the M5 bar opened.

Normalized (28)

Percentile ranks and z-scores of a base feature over its trailing 20 or 60 days, so a threshold keeps its meaning as the level drifts.

Cross-asset (7 kinds)

State of a reference market (an index, a metal, an energy contract or a currency pair) at the time of the bar. The name is x_<market>_<kind>, with a reference market of the symbol from the Symbols table: x_gold_rsi is the RSI of gold, for a symbol that lists gold. On the m5 clock only.

Named ranges

A range is a high and a low. An entry order, a stop or a target can sit at one (entry.level, exit.stop.level, exit.target.level).

Worked examples

Example 1

The setup: "Buy EURUSD when the 14-period RSI is above 60 on the hourly chart. Stop 2.5 ATR, target 2 R."

The settings in words:

• Symbol: EURUSD
• Direction: buy (long)
• Clock: hourly (h1)
• Conditions: RSI (14) above 60 (rsi: on the hourly clock the plain name is the hourly RSI)
• Entry: the default, a stop order 2 pips past the signal bar's close, standing 4 bars
• Exit: stop 2.5 ATR, target 2 R, the symbol's usual day-end flat
• Filters and costs: the defaults

{
  "symbol": "EURUSD",
  "direction": "BUY",
  "clock": "h1",
  "conditions": [
    {
      "feature": "rsi",
      "operator": "gt",
      "threshold": 60
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2.5
    },
    "target": {
      "type": "r",
      "value": 2
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 2

The setup: "Short the Nikkei when 60-day volatility is in its lower half and the daily RSI is above 60. Stop 2 ATR, target 2.5 R."

The settings in words:

• Symbol: [JP225]
• Direction: sell (short)
• Clock: five-minute (m5)
• Conditions: 60-day Parkinson volatility percentile below 0.5, and daily RSI (14) above 60. The setup names no measure of volatility, so this is Parkinson's (parkinson_volatility_pct_60d); the tool also has the 60-day percentile of the ATR (atr_pct_60d) and of the Garman-Klass estimate (gk_volatility_pct_60d)
• Entry: the default
• Exit: stop 2 ATR, target 2.5 R
• Filters and costs: the defaults

A percentile feature runs from 0 to 1, so "the lower half" is below 0.5, not below 50. "60-day volatility" with no measure named is the Parkinson percentile, and the settings in words say that it was chosen and name the other two.

{
  "symbol": "[JP225]",
  "direction": "SELL",
  "clock": "m5",
  "conditions": [
    {
      "feature": "parkinson_volatility_pct_60d",
      "operator": "lt",
      "threshold": 0.5
    },
    {
      "feature": "d1_rsi",
      "operator": "gt",
      "threshold": 60
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2
    },
    "target": {
      "type": "r",
      "value": 2.5
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 3

The setup: "Go long the Dow while Brent's 20-bar momentum is positive. Stop 2 ATR, target 2 R."

The settings in words:

• Symbol: [DJI30]
• Direction: buy (long)
• Clock: five-minute (m5); a cross-asset condition is not on the hourly clock
• Conditions: Brent's 20-bar momentum above 0 (x_brent_momentum_20; Brent is one of the reference markets of [DJI30])
• Entry: the default
• Exit: stop 2 ATR, target 2 R
• Filters and costs: the defaults

The same condition on a symbol whose reference markets do not include Brent cannot be written; say so and name the reference markets that symbol has.

{
  "symbol": "[DJI30]",
  "direction": "BUY",
  "clock": "m5",
  "conditions": [
    {
      "feature": "x_brent_momentum_20",
      "operator": "gt",
      "threshold": 0
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2
    },
    "target": {
      "type": "r",
      "value": 2
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 4

The setup: "Buy gold at the market the moment price closes above its 20-bar average, once per move, at most two trades a day. Stop 2 ATR, target 3 R."

The settings in words:

• Symbol: GOLD
• Direction: buy (long)
• Clock: five-minute (m5)
• Conditions: price above the 20-bar EMA (a flag: above 0 means yes)
• Entry: onset trigger (only the bar where the condition becomes true), market order, at most 2 fills a day
• Exit: stop 2 ATR, target 3 R
• Filters and costs: the defaults

"The moment it closes above" is the onset trigger; without it the rule enters on every bar the condition holds.

{
  "symbol": "GOLD",
  "direction": "BUY",
  "clock": "m5",
  "conditions": [
    {
      "feature": "price_above_ema20",
      "operator": "gt",
      "threshold": 0
    }
  ],
  "entry": {
    "trigger": "onset",
    "order_type": "market",
    "max_trades_per_day": 2
  },
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2
    },
    "target": {
      "type": "r",
      "value": 3
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 5

The setup: "Buy GBPUSD on a break of yesterday's high, stop at yesterday's low, target one times the risk."

The settings in words:

• Symbol: GBPUSD
• Direction: buy (long)
• Clock: five-minute (m5)
• Conditions: none of the user's own; a rule needs at least one, so hour at or above 0, which holds on every bar
• Entry: a stop order at the high of yesterday's range (prev_day), 0 pips beyond it, standing to the end of the day
• Exit: stop at the far end of yesterday's range, target 1 R
• Filters and costs: the defaults

{
  "symbol": "GBPUSD",
  "direction": "BUY",
  "clock": "m5",
  "conditions": [
    {
      "feature": "hour",
      "operator": "gte",
      "threshold": 0
    }
  ],
  "entry": {
    "level": "prev_day",
    "distance": {
      "type": "pips",
      "value": 0
    }
  },
  "exit": {
    "stop": {
      "type": "level",
      "level": "prev_day",
      "value": 0
    },
    "target": {
      "type": "r",
      "value": 1
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 6

The setup: "Buy US100 when the 5-minute RSI is above 55. Stop 2.5 ATR, target 6 ATR."

The settings in words:

• Symbol: US100
• Direction: buy (long)
• Clock: five-minute (m5)
• Conditions: RSI (14) above 55
• Entry: the default
• Exit: stop 2.5 ATR, target 6 ATR (which is 6 / 2.5 = 2.4 R)
• Filters and costs: the defaults

A target given in ATR stays in ATR. Converted to R it is the target over the stop: 6 ATR on a stop of 2.5 ATR is 2.4 R, not 6 R.

{
  "symbol": "US100",
  "direction": "BUY",
  "clock": "m5",
  "conditions": [
    {
      "feature": "rsi",
      "operator": "gt",
      "threshold": 55
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2.5
    },
    "target": {
      "type": "atr",
      "value": 6
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 7

The setup: "Sell EURUSD when RSI is below 40 on the hourly chart, stop 2 ATR, target 2 R. My account charges 6 dollars a lot for the round turn and a raw spread."

The settings in words:

• Symbol: EURUSD
• Direction: sell (short)
• Clock: hourly (h1)
• Conditions: RSI (14) below 40 (rsi on the hourly clock)
• Entry: the default
• Exit: stop 2 ATR, target 2 R
• Filters: the defaults
• Costs: spread off, commission 0.6 pips a round turn (6 dollars a lot over 10 dollars a pip on a pair quoted in dollars). Left out: the raw spread such an account still pays

Raw spread plus commission is the spread switched off and the commission in pips; keeping the measured spread as well would charge both. With the spread off the result says so, and that an account with raw spreads still pays one.

{
  "symbol": "EURUSD",
  "direction": "SELL",
  "clock": "h1",
  "conditions": [
    {
      "feature": "rsi",
      "operator": "lt",
      "threshold": 40
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2
    },
    "target": {
      "type": "r",
      "value": 2
    }
  },
  "costs": {
    "spread": "off",
    "commission_pips": 0.6
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

Example 8

The setup: "Buy gold when RSI is oversold."

This cannot be written yet, because three things are missing. Ask for them and do not guess:

• which RSI reading counts as oversold (the tool takes a number, for example below 30);
• which chart the RSI is read on: five-minute (rsi on the m5 clock), hourly (rsi on the h1 clock), four-hour (h4_rsi) or daily (d1_rsi);
• the exit: a stop and a target.

Example 9

The setup: "Buy US100 when GOLD hit a 5-day low. Stop 2.5 ATR, target 6 ATR."

This cannot be built as asked. Say so first:

• the tool has the close against the 5-day low of the symbol being traded (price_vs_5d_low_atr is US100's own), and for another market it has seven kinds of condition, none of them that market's 5-day high or low;
• the nearest conditions on gold are its RSI being low (x_gold_rsi below 30) or its 20-bar momentum being negative (x_gold_momentum_20 below 0). Neither is a 5-day low. Offer them as approximations and write the rule only once the user has accepted one.
• If the user accepts gold's RSI below 30, the rule is the one below; the settings in words say that the condition is an approximation of the one asked for.

{
  "symbol": "US100",
  "direction": "BUY",
  "clock": "m5",
  "conditions": [
    {
      "feature": "x_gold_rsi",
      "operator": "lt",
      "threshold": 30
    }
  ],
  "exit": {
    "stop": {
      "type": "atr",
      "value": 2.5
    },
    "target": {
      "type": "atr",
      "value": 6
    }
  }
}

Rule Collider is a research tool. Past results do not predict future results. This is not investment advice.

What this page does not say

It lists what can be asked. How a result is judged, what the costs are and what the research found are on the site. A figure for a threshold has to come from the user: the builder shows where a number sits in the feature's own history on the symbol, and this page does not.