Dexstock
Strategy Builder
The Strategy Builder turns a trading idea into a tested, automated strategy — with no code required. Describe what you want in plain language, or assemble it visually from indicators and conditions, then backtest, refine and deploy.
Two ways to build
- Plain language — write the strategy the way you'd explain it to a friend. Dexstock reads it and compiles concrete, executable rules.
- Visual builder — pick indicators (moving averages, RSI, breakouts…), set the conditions and thresholds, and wire up entries and exits by hand. Same engine, more control.
Describe it in plain language
You don't need a special syntax — just say what you mean. Some examples:
What the builder produces
Dexstock turns your description into an explicit rule set you can inspect and edit before anything runs — universe, entry, exits, sizing and schedule:
# Strategy — NVDA 20-day breakout universe: NVDA entry: close > highest(high, 20) take_profit: +15% from entry stop_loss: −6% from entry position: 10% of portfolio per trade schedule: evaluate daily on close
Nothing is hidden: every entry, exit, stop and sizing rule is spelled out, so you always know exactly what the strategy will do.
Backtest it
Backtesting is in public beta. You can build and test strategies today. Live automated execution runs from your own wallet and is rolling out as the builder matures.
Before you risk a cent, prove the strategy on historical data. A backtest replays your rules candle by candle and reports the metrics that matter, so you can build conviction — or throw the idea out — with evidence instead of a hunch.
| Metric | Strategy | Buy & hold |
|---|---|---|
| Total return | +48.2% | +36.0% |
| Max drawdown | −18.4% | −31.7% |
| Win rate | 47% | — |
| Trades | 34 | 1 |
| Avg win / avg loss | +11.2% / −4.9% | — |
| Profit factor | 1.8 | — |
| Sharpe ratio | 1.3 | 0.9 |
How to read it
- Total return vs buy & hold — did the rules actually beat simply holding the stock? Here, slightly — but with far less pain.
- Max drawdown — the worst peak-to-trough fall. −18% vs −32% means a much smoother ride, which is often the real point of a strategy.
- Win rate vs profit factor — a strategy can win less than half its trades (47%) and still be profitable, because the average win (+11%) is bigger than the average loss (−5%). Profit factor > 1 means gross profits outweighed gross losses.
- Sharpe ratio — return earned per unit of risk. Higher is better; it rewards steady gains over wild swings.
These numbers are illustrative. Backtests are simulations on historical data and cannot capture slippage, liquidity or every real-world condition. Past performance does not guarantee future results.
Optimise
Once an idea shows promise, sweep its parameters to find settings that are robust, not just lucky. For the breakout above you might test the lookback and the stop across a grid:
Beware overfitting. A strategy tuned to look perfect on the past often fails on live data. Favour simple rules and stable parameter regions, and keep some history aside to check the result honestly.
Deploy & automate
When you're satisfied, deploy. Live strategies execute on-chain, from your own wallet — Dexstock is non-custodial, so your assets never leave your custody. You can start, pause or stop a strategy at any time, and watch its live positions and performance alongside the backtest that justified it.
Ideas to start from
| Template | The idea |
|---|---|
| Momentum breakout | Buy strength as a stock makes new highs; cut losers quickly with a tight stop. |
| Mean reversion | Buy oversold dips (e.g. RSI < 30) and sell the bounce. |
| Trend following | Ride long trends with a moving-average crossover; step aside when the trend breaks. |
| Scheduled DCA | Accumulate a stock or basket on a fixed schedule to smooth out entry price. |
| Sector rotation | Hold whichever theme (AI, blue-chips…) has the strongest recent momentum. |