Documentation/Workflow canvas engine
Data extraction & processing node
Compute factors from the factor library or custom expressions.
Compute factors from the factor library or custom expressions.
Where it sits in the pipeline
This node accepts one upstream connection and passes its output downstream. Connect it between the data source and the trading logic block.
Factor library
Tick preset factors to append their expressions automatically, or write your own in the expression editor. Both are merged before execution.
| Factor | Expression |
|---|---|
| MA(20) | ma20 = ta_ma(close, 20) |
| MA(60) | ma60 = ta_ma(close, 60) |
| EMA(12) | ema12 = ta_ema(close, 12) |
| EMA(26) | ema26 = ta_ema(close, 26) |
| MACD | macd = ta_macd(close, 12, 26) |
| ADX(14) | adx14 = ta_adx(14) |
| RSI(14) | rsi14 = ta_rsi(close, 14) |
| ROC(20) | roc20 = ta_roc(close, 20) |
| KDJ(9,3,3) | kdj_k = ta_kdj_k(9, 3, 3) |
| ATR(14) | atr14 = ta_atr(14) |
| Bollinger(20,2) | bb_upper = ta_bb_upper(close, 20, 2) |
| Z-score(20) | zscore20 = ta_zscore(close, 20) |
Lookback periods
The engine loads this many extra candles before the start date so indicators are warm on day one.
Label annotation
Enable it when training an AI model: label_ret is the forward return over the chosen horizon.