Symbol()

A Symbol() is a slot for a market instrument. The subscriber binds a real ticker (SPY, AAPL, TA35) to the slot when they deploy the strategy. The strategy itself never hard-codes ticker symbols.

Single-symbol strategies

When a strategy has exactly one Symbol(), it’s implicitly the trading symbol — no need for trade=True.

# Fully open — subscriber picks broker, session, and ticker
trade = Symbol()

# Broker-locked
trade = Symbol(broker="tradestation")

# Session-locked
trade = Symbol(session=USEquityDaily)

# Fully specified
trade = Symbol("SPY", broker="tradestation", session=USEquityDaily)

The more you specify, the more constrained the subscriber’s choice. Leave fields unset to maximize reusability.

Multi-symbol strategies (data feeds)

When you declare two or more Symbols, exactly one must be marked trade=True — that’s the only slot orders can target. The rest are data feeds.

class SPYFiltered(Strategy):
    trade = Symbol(session=USEquityDaily, trade=True)  # required marker
    spy = Symbol(ticker="SPY")                           # data feed
    vix = Symbol(ticker="VIX")                           # data feed
    sizing = FixedCapital()

    def execute(self):
        spy_sma = SMA(50, on=self.spy)
        vix_sma = SMA(20, on=self.vix)

        if self.spy.close > spy_sma.value and self.vix.close < vix_sma.value and self.trade.is_flat:
            self.buy(self.trade)

Data feeds expose OHLCV (self.spy.close, self.vix.high, etc.) but no position helpers — self.spy.is_flat is a compile error. You cannot place orders against a data feed.

Sub-panes don’t bind slots

A chart’s sub-panes are visualisation only — they display additional symbols next to the main chart for human consumption. They do not feed strategy slots. Putting $VIX.X in a sub-pane next to a chart running a strategy with a vix slot will not wire that sub-pane’s data into the strategy.

Slot bindings are determined, in priority order, by:

1. Strategy lock. A Symbol("$VIX.X", broker="...", session=...) declaration sets a Required constraint. The backtest dispatch enforces this — an attempt to override a locked slot at run time fails with HTTP 400 RC_SLOT_BINDING_REJECTED.
2. Per-run picker. For slots the strategy leaves open (Symbol() with no ticker), the BacktestForm renders a picker so the user supplies the symbol for that slot at run time.
3. Workspace feeds (legacy). Used only when no compiled SymbolSlotsJson exists for the strategy.

If none of the three fills a slot, the resolver falls back to the trade-slot ticker for every open slot — which usually produces the wrong data and zero trades.

Constructor arguments

Argument	Type	Notes
ticker	string (optional, positional or kwarg)	Hard-codes a specific ticker. Subscribers cannot change it.
broker	string (optional)	Lock to a single broker (e.g. "tradestation").
session	identifier (optional)	Lock to a named session (e.g. USEquityDaily). Sessions are declared globally and referenced by class name — no quotes.
trade	bool (optional)	Required True on exactly one symbol in multi-symbol strategies.

OHLCV access

Once declared, the slot exposes price data on every bar:

self.trade.close    # current bar close
self.trade.open     # current bar open
self.trade.high     # current bar high
self.trade.low      # current bar low
self.trade.volume   # current bar volume

All return decimal (financial precision — never float).

More on OHLCV access →

Position helpers (trading symbol only)

self.trade.is_flat       # position == 0
self.trade.is_long       # position > 0
self.trade.is_short      # position < 0
self.trade.has_position  # position != 0
self.trade.position      # current quantity (decimal)

These exist only on the trading symbol, not on data feeds. self.spy.is_flat → RC2_DATAFEED_HELPER.

More on position helpers →

Common diagnostics

Code	What it means
RC2_NO_SYMBOL	No Symbol() declared.
RC2_NO_TRADE	Multi-symbol strategy without trade=True.
RC2_MULTI_TRADE	More than one Symbol(trade=True).
RC2_SYMBOL_TICKER	The ticker is not a string literal, or was given both positionally and via ticker=.
RC2_SYMBOL_BROKER	broker= is not a string literal. (The broker name is not validated here — an unknown one surfaces at bind time, not compile time.)
RC2_SYMBOL_EXTRA_POSITIONAL	More than one positional argument — only the ticker is positional.
RC2_SYMBOL_UNKNOWN_KWARG	A keyword outside ticker, broker, session, trade.
RC2_UNKNOWN_SESSION	Session name does not resolve.
RC2_DATAFEED_HELPER	Position helper used on a data feed.