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Strategy Editor

The Strategy Editor is the visual authoring surface in AQS. It helps you assemble the structure around a strategy while keeping the project connected to the runtime that AQE executes.

AQS Strategy Editor showing the visual node workspace and editor logs.

What the editor is for

Section titled “What the editor is for”
  • define strategy structure
  • configure runtime settings
  • select universe and timeframe inputs
  • choose broker and datafeed settings
  • bind projects to AQS Cloud strategy sessions when required
  • move from authoring into backtest and live operation

Why it matters

Section titled “Why it matters”

The editor is not separate from the execution workflow. It exists to feed the same strategy lifecycle that appears later in backtest results and live strategy supervision.

Backtest fee configuration

Section titled “Backtest fee configuration”

Use the editor’s runtime or backtest configuration to set paper broker fees before running a historical test. AQS stores these values in the strategy runtime config as brokerFees, and generated AQE code passes them into:

PaperBroker::new(AccountType::Paper, starting_cash, broker_leverage).with_asset_fees(broker_fees)

The fee model separates commission from swap:

  • Commission is a trading cost. Configure entry and exit commission separately for long and short positions.
  • Swap is the overnight financing debit or credit. Configure long and short swap separately.
  • Long means a position opened by a buy order.
  • Short means a position opened by a sell order.

The saved brokerFees object follows the same shape AQE uses:

{
  "brokerFees": {
    "commission": {
      "entry": {
        "long": { "percentageFee": 0.0005 },
        "short": { "percentageFee": 0.0007 }
      },
      "exit": {
        "long": { "fixedFee": 1.0 },
        "short": { "fixedFee": 1.0 }
      }
    },
    "swap": {
      "long": { "perContractFee": -3.25 },
      "short": { "percentagePerContractFee": 0.000041 }
    }
  }
}

Use decimal rates for percentage commission (0.001 is 0.1%). Use daily decimal rates for percentage-per-contract swap (0.0001 is 0.01% per day). Leave a cell as none when the broker does not charge or credit that side. AQS does not expose point-based commission because AQE only gives AssetFee::Points economic meaning during swap calculation.

Both commission and swap cells map to AQE’s public AssetFee enum. For the engine-side fee kinds, structure, and calculation rules, see Asset fee model.

Older strategy metadata can still contain top-level entry and exit commission fields. AQE only uses those as a fallback when the new side-specific commission object is empty.

Section titled “Related surfaces”
  • Backtest Review to evaluate historical behaviour
  • Live Strategies to supervise active sessions after deployment