About this skill

Problem

TB/TradeBlazer strategy work can stall on platform syntax and workflow: OnBar signatures, Vars scope, series variables, order functions, array indexing, multi-symbol handling, and backtest constraints. This skill turns a Chinese trading idea into a complete .tc4 strategy file and provides a path to load, compile, and run it in the TB terminal, reducing friction from idea to executable code.

How It Works

Confirm strategy inputs first: instrument pool, frequency, entry/exit rules, position sizing, stop loss/take profit, backtest window, initial capital, and execution mode; vague ideas trigger follow-up questions.
Generate TB-compliant code: use void OnBar(Arrayref Indexs), Vars NumericSeries, and only Buy/Sell/BuyToCover/SellShort for orders, with built-ins such as MarketPosition, EntryPrice, and BarsSinceEntry.
Provide a local workflow: paste the code into Strategy Lab, compile it, set backtest parameters, run it, and inspect equity curve, drawdown, and Sharpe ratio; live trading requires real-time quotes and specific contracts.

Boundaries

Targets TB/TBQuant .tc4 strategies, not generic Python backtesting frameworks.
Watch T+1, live quote limits for continuous contracts, and same-day backtest restrictions before 18:30.
TB has no built-in stop loss/take profit functions, so the strategy must compute exits and call order functions.

Screenshots

Use Cases

Turn a dual-MA, breakout, or indicator idea into a compilable .tc4 strategy and run a TB backtest.
Confirm instruments, frequency, entry/exit rules, and position size, then complete TB syntax and backtest parameters.
Debug common syntax issues such as OnBar signatures, Vars series variables, and Buy/Sell close-out calls.
Write backtest logic for continuous or specific contracts while checking T+1 and live-quote limitations.

Best For

Trading engineers building TB futures or equity quant strategies who need Chinese ideas converted into .tc4 code.
Individual developers validating MA, breakout, or indicator signals by generating backtestable strategies and checking syntax.
Strategy researchers debugging local runs who need to check TB constraints such as OnBar, Vars, and Buy/Sell calls.
Business users testing continuous or specific contract backtests who need to handle T+1 and quote-push limits.