A synthetic price series follows a random walk scaled by the volatility slider. The agent computes fast/slow moving averages each tick; a crossover triggers a position change. Position size is capped by the risk-per-trade slider applied to current equity.
signal = SMA(fast) - SMA(slow)
Momentum: long if signal > 0, short if signal < 0
Mean-Reversion: short if signal > 0, long if signal < 0
AI Blend: weighted vote of both, confidence-scaled size
position size = min(risk% x equity / price, maxSize)
- Strategy — momentum follows the trend crossover; mean-reversion fades it; AI Blend combines both with a confidence weight.
- Risk per trade — fraction of equity risked on each new position, directly sizing the trade bars.
- Market volatility — scales the random-walk step size, widening or narrowing the price swings.
This mirrors real systematic trading: a rules-based signal, a position-sizing rule tied to risk tolerance, and a backtest loop that tracks equity, win rate and drawdown — the same three numbers any trading desk watches first.