Strategy Anatomy

Every RaamCode strategy follows the same shape. The transpiler enforces it.

class StrategyName(Strategy):
    """Description shown in the catalog."""

    # ── Class body: Param(), Symbol(), and sizing ──
    fast_period = Param(7, min=2, max=50)
    slow_period = Param(21, min=10, max=200)
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        # ── 1. Indicators at the top (the transpiler hoists them) ──
        fast = SMA(self.fast_period, on=self.trade)
        slow = SMA(self.slow_period, on=self.trade)

        # ── 2. Exit rules (optional, can be dynamic) ──
        self.stop_loss(2.0)

        # ── 3. Order logic ──
        if fast.crossed_above(slow) and self.trade.is_flat:
            self.buy(self.trade, reason="Bullish crossover")

        if fast.crossed_below(slow) and self.trade.is_long:
            self.sell(self.trade, self.trade.position, reason="Bearish crossover")

Required pieces

Piece	Required?	Notes
Inherit from Strategy	Yes	The only valid base class.
Class name	Yes	Becomes the strategy name in the catalog. One class per file.
Docstring	Recommended	Shown as the catalog description.
At least one Symbol()	Yes	Otherwise: RC2_NO_SYMBOL.
One sizing = … declaration	Yes	Otherwise: RC2_NO_SIZING.
def execute(self)	Yes	Otherwise: RC2_NO_EXECUTE.
Helper methods	Optional	def name(self, args), callable from execute().

Class body rules

The class body may contain only:

• Param(...) assignments
• Symbol(...) assignments
• A single sizing = ... assignment
• Plain literal assignments (e.g. position_size = 100)

Anything else — function calls, control flow, arithmetic, expressions — emits RC2_CLASS_BODY.

class Bad(Strategy):
    trade = Symbol()
    sizing = FixedCapital()
    threshold = 30 + 5  # ❌ RC2_CLASS_BODY — no expressions

    def execute(self):
        if self.trade.is_flat:
            self.buy(self.trade)

class Good(Strategy):
    trade = Symbol()
    sizing = FixedCapital()
    threshold = 35              # ✅ plain literal — persistent state
    overbought = Param(70)      # ✅ Param call

    def execute(self):
        rsi = RSI(14, on=self.trade)
        if rsi.value > self.overbought and self.trade.is_long:
            self.sell(self.trade, self.trade.position)

Reading a class-body literal alongside an indicator does not compile today

A plain-literal class-body assignment declares persistent state, and reading it back (self.threshold) from an execute() that also declares an indicator currently produces a raw C# error (CS0103) rather than a RaamCode diagnostic. Until that is fixed, express a constant you want to read as a Param() — which is what you usually want anyway, since a Param is tunable and shows up in the optimizer.

Execution order inside execute()

The transpiler hoists every indicator declaration to the top of execute() so each indicator receives every bar — even when your if branch is False. The rest of the body runs in declaration order.

If execute() finishes without firing a signal, the strategy holds its current position. There is no implicit “do nothing else” — holding is the default.

Mode-specific entry points

Method	When it runs	Common use
execute(self)	Every bar after warmup	The trading logic.
Helper methods	When called by execute()	Risk-sizing math, signal helpers.

Multiple symbols

When a strategy declares more than one Symbol(), exactly one must be marked trade=True — that symbol is the only one orders can be placed against. The others are data feeds (read-only OHLCV).

class SPYFiltered(Strategy):
    trade = Symbol(session=USEquityDaily, trade=True)  # the trading slot
    spy = Symbol(ticker="SPY")                         # data feed
    sizing = FixedCapital()

    def execute(self):
        spy_sma = SMA(50, on=self.spy)
        if self.spy.close > spy_sma.value and self.trade.is_flat:
            self.buy(self.trade)

More on Symbol() →

Common diagnostics

Code	What it means
RC2_NO_SYMBOL	No Symbol() declared in the class body.
RC2_NO_TRADE	Multiple symbols but none marked trade=True.
RC2_NO_SIZING	Missing sizing = ... assignment.
RC2_NO_EXECUTE	Strategy has no def execute(self).
RC2_CLASS_BODY	Disallowed construct in the class body.