Quick Start Guide

Build your first automated trading strategy in under 10 minutes. No coding from scratch required.

Tutorial

Your First Trading Strategy

Follow this step-by-step guide to create, backtest, and paper trade an RSI-based strategy. We'll cover everything from account setup to monitoring your paper trading results.

Open Platform Overview

Prerequisites

Before you begin, you'll need:

Vantixs Account

Free tier works perfectly for this tutorial

Exchange Account

Binance, Bybit, OKX, or any of the 8 supported exchanges

API Keys

Read-only keys for paper trading (we'll configure these in step 7)

Build Your Strategy

Step-by-Step Guide

Create a New Strategy

Click "New Strategy" in the Strategy Builder. Name it "My First Strategy" and select BTC/USDT on the 1-hour timeframe.

Strategy Builder -> New Strategy -> Configure

Add a Data Source Node

From the node library on the left, open the **Data Source** category. Drag an **OHLCV Data** node onto the canvas. In the properties panel on the right, set the symbol to BTC/USDT and the exchange to Binance.

Data Source -> OHLCV Data -> Configure Symbol & Exchange

Add an RSI Indicator

Open the **Indicator** category and drag an **RSI** node onto the canvas. Click the OHLCV Data node's output port and drag an edge to the RSI node's input port to connect them. Set Period to 14 in the properties panel.

Indicator -> RSI -> Connect & Configure (Period: 14)

Add Crossover Detection

From the **Technical** category, drag an **RSI Crossover** node. Connect the RSI output to the crossover input. Set Overbought: 70, Oversold: 30. This node produces buy signals when RSI crosses below 30 (oversold) and sell signals when RSI crosses above 70 (overbought).

Technical -> RSI Crossover -> Overbought: 70, Oversold: 30

Add Order Execution

From the **Execution** category, add a **Signal to Order** node. Connect the crossover signal output to it. Configure position sizing (e.g., 10% of account per trade). Your pipeline is now: Data Source -> RSI -> RSI Crossover -> Signal to Order.

Execution -> Signal to Order -> Position Size: 10%

Run Your First Backtest

Click the **Backtest** button in the toolbar (or press Ctrl+B). Select the last 6 months of data and click Run. The Rust engine processes at 50K bars/sec, so results appear in seconds. Review total return, win rate, max drawdown, Sharpe ratio, and the equity curve.

Toolbar -> Backtest (Ctrl+B) -> 6 Months -> Analyze

Start Paper Trading

Once satisfied with backtest results, click **Paper Trade** in the toolbar. Connect your exchange API keys (read-only is sufficient) and start with $10,000 virtual capital. Paper trading uses real-time market data but simulated orders -- no real money at risk.

Toolbar -> Paper Trade -> Connect API Keys -> Start

The canvas after step 2, showing an OHLCV Data node placed on the canvas with the properties panel open on the right

The canvas after step 5, showing the complete pipeline (OHLCV Data -> RSI -> RSI Crossover -> Signal to Order) with edges connecting the nodes

The backtest dialog showing date range selection and the Run button

The backtest results view with equity curve, metrics table (total return, win rate, max drawdown, Sharpe ratio), and trade log

Understanding Your Results

After backtesting, you'll see key metrics:

Metric	What It Means	Good Value
Total Return	Overall profit/loss percentage	> 20% annually
Win Rate	Percentage of profitable trades	> 50%
Max Drawdown	Largest peak-to-trough decline	< 20%
Sharpe Ratio	Risk-adjusted return (higher = better reward per unit of risk)	> 1.5
Profit Factor	Gross profit / Gross loss	> 1.5
Sortino Ratio	Like Sharpe but only penalizes downside volatility	> 2.0

Tip

Don't chase the highest returns. Focus on consistent performance with manageable drawdowns. Use walk-forward optimization and Monte Carlo simulation (available in the Backtesting section) to validate that your strategy isn't overfit to historical data.

Tips for Your First Strategy

Start simple: A 3-4 node pipeline (Data -> Indicator -> Crossover -> Order) is a great starting point. Add complexity only after validating the base strategy.
Use templates: Vantixs includes pre-built strategy templates (RSI Mean Reversion, MACD Trend Following, ICT setups, and more) that you can load and customize.
Backtest multiple timeframes: A strategy that works on 1H may behave differently on 4H or 15M. Test across timeframes to find the best fit.
Paper trade before going live: Always validate with paper trading on real market data. Live trading will be available post-beta.