CTA Strategy Timeframes, Stops, and Order Logic in VeighNa

Summary

This forum exchange explains that a VeighNa CTA strategy’s operating interval depends on its implementation. A strategy can react to each incoming tick, process one-minute bars formed from ticks, or aggregate those bars into longer periods using a bar generator. The relevant callbacks run when their corresponding market data arrives, so the strategy design determines when its logic is evaluated.

The reply says that profit targets and stop losses are generally coded into strategy logic, often in bar callbacks, using entry prices or tracked stop levels to decide when to close a position. It names limit orders, stop orders, and trailing stops as possible order approaches, and points to an example strategy using channel and ATR-based stop logic. This is a general explanation rather than a complete implementation guide: it does not set universal timeframe, stop, or execution defaults, and the example’s behavior depends on its own code and market conditions.

Key ideas

• A CTA strategy can process ticks, one-minute bars, or longer aggregated bars depending on its design.
• Bar generators can combine incoming market data into the timeframe used by strategy callbacks.
• Profit targets and stop losses are typically implemented within the strategy’s trading logic.
• Limit orders, stop orders, and trailing stops are possible approaches, with behavior determined by implementation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.