API
Application Programming Interface. A clearly defined connection through which other systems can request data or functions without needing to know the internal implementation.
#GLOSSARY
Technical precision without unnecessary jargon.
Technical terms are useful when they make a distinction more precise. They are not useful when they merely make a sentence sound more complicated. This glossary therefore explains the terms used on the website in the meaning relevant to this project.
48 terms
APS / Angriffsplan Strategy
A separate risk and money-management logic. It does not decide what or when to trade; it controls elements such as position size, protection, warning states, de-escalation and restart.
#Audit Trail
A traceable record of which data, rule versions, parameters, processing steps and results produced a finding. It enables review and reconstruction without retrospectively reinterpreting the calculation.
#Backtest
A historical test of a fixed rule on past data. It shows how the rule would have behaved under the stated assumptions; it is not a guarantee of future results.
#Break-even
The point at which gains and losses balance. In trade management it often refers to moving a stop to or near the entry price after the trade has moved favourably.
#Broker
A firm or service through which trading orders can be routed to markets or execution venues and accounts or positions may be maintained. Broker, trading platform and market-data feed are distinct functions even where one provider combines several of them.
#Market-data feed
A technical supply of market information such as prices, volume, bid/ask data or historical time series. A data feed provides data; it is not automatically a broker or trading platform.
#Decision Core
The rule-based decision engine of the framework. It translates defined market data and analytical inputs into a traceable decision under a fixed rule version.
#Deterministic
The same input data and the same rules produce the same result. Randomness or autonomously changing parameters are not part of the core calculation.
#Drawdown
A decline in capital from a previously reached high. Maximum drawdown is the largest such decline in the period being examined.
#Due Diligence
A structured technical, methodological, commercial and legal review before an investment, partnership or transaction. In this project it particularly means examining claims, data, rules, evidence, IP and integration capability in a traceable way.
#End-of-Day
Evaluation based on daily data. A daily bar typically contains open, high, low and close, but not necessarily the time order of all price movements within the day.
#Equity
The current capital or account value of the trading path being examined. Depending on the analysis, it may include realised and sometimes unrealised results; the exact definition therefore has to be stated.
#Evidence
The documented support status of a claim. Evidence states what supports a finding, which limitations apply and which next test would strengthen it; it is not a promise of future trading or investment results.
#Execution
The translation of a decision into concrete trading events: entry, target, stop, break-even, trailing, sequencing, costs and slippage.
#Exposure
The amount of capital or risk exposed to a market movement. The term is retained where it is more precise than a single alternative expression.
#Framework
A structured technical and methodological architecture of clearly separated components, rules, interfaces and review paths. A framework is not automatically a finished trading application or user interface.
#Futures
Standardised exchange-traded derivative contracts on an underlying such as an index, commodity, currency or interest-rate instrument. They trade under defined contract specifications and can involve substantial risk because of leverage.
#Governance / Risk Governance
Rules, responsibilities, controls and approval processes used to manage decisions, risks and changes in a traceable way. Risk Governance applies this structure specifically to risk management.
#Trading instrument / market instrument
A financial-market instrument that is traded or analysed, for example a future, currency pair, share, ETF, commodity or volatility instrument. In the Version-1 test universe, 94 real instruments are reported separately from six synthetic control series.
#Trading platform
A software environment for functions such as charting, market analysis, order entry, position management, simulation or backtesting. It is distinct from the Framework’s domain logic; the Framework is not equivalent to a particular trading platform.
#Trade rate
The share of observed situations in which the rules actually trigger a trade.
#High-Watermark
The highest capital level reached so far within a defined plan or period. It can serve as a reference for dynamic profit protection.
#Institutional Trading Decision & Risk Framework
The umbrella project and architecture term for the modular system of Data, Research, a rule-based Decision Core, Execution, the APS Risk Layer, Evidence and Reporting. The term does not denote a finished trading platform, a fund product or a return promise.
#Intraday
Within a trading day. Intraday data can resolve the time order of price events that is not visible in daily data alone.
#Control group
Comparison data processed by the same test logic. It helps assess whether an observed result is specific to real market structure or also appears in artificial or random data.
#Market Impact
The price effect caused by a larger order itself. It may be negligible for small test sizes but can become relevant for institutional order sizes.
#NinjaTrader®
A trading platform and ecosystem of NinjaTrader, LLC. In its existing vendor context, Plagge Consulting identifies NinjaTrader® as the preferred platform for vendor-related technical development, charting, simulation, backtesting and NinjaScript work; the Framework architecture remains separately classified and platform-independent.
#Null model
A comparison model under which no specific market advantage is assumed. Different null models can preserve or deliberately remove different properties of real markets.
#OHLC / OHLCV
Abbreviations for Open, High, Low, Close and, for OHLCV, Volume. The format describes the basic price and, where applicable, volume information for a defined time interval.
#Oscillator
A technical analytical value that transforms market data into a comparable metric or curve under a defined mathematical rule. Version-1 research systematically tests 60 oscillators across the instrument universe; the term refers to the analytical component, not to the complete decision system.
#Out-of-Sample
A data segment that was not used to develop or select the rules. It is used to test those rules on previously unused data.
#Profit factor
Monetary metric: total gross profit divided by total gross loss. A value above 1.0 means that gross profits exceeded gross losses in the period tested.
#Rule version / versioning
An unambiguous identifier for a fixed rule state. Versioning prevents results from different logic states being mixed unnoticed and allows each finding to be tied to the exact rules that generated it.
#Reproducibility
The property of a result being capable of being generated again under documented conditions from the same data, rules and versions. It goes beyond documentation alone and is a central review criterion of the Framework.
#Reproduction
Recalculating an existing result from the same data and rules, ideally in an independently built implementation.
#Revalidation
A renewed technical or methodological review of an existing result under more precise, additional or more realistic conditions.
#Research Core
The research layer of the framework. It covers data preparation, analytical methods, the test matrix, control groups and metric evaluation.
#APS Risk Layer / Risk Layer
A separate system layer for risk management. APS fulfils this role in the Framework and is analysed methodologically and technically separately from the Decision Core and Execution.
#Signal / raw signal
The rule-based output of an analytical or decision component before the complete execution and risk logic is applied. A raw signal is therefore not automatically equivalent to an executed order or completed trade.
#Slippage
The difference between an assumed or desired execution price and the price that can actually be achieved. It can reduce real-world results relative to a backtest.
#Stop-Loss
A rule intended to limit a loss. A realistic simulation must consider not only the stop level but also the time sequence of price events.
#Synthetic control series / trend regime
An artificially generated price path processed with the same test logic as real market data. The project uses six separately reported synthetic OHLC series R1–R6 with different levels of trend persistence as a control and stress-test layer.
#Test matrix
A systematically defined set of test combinations. In Version 1, the real matrix comprises 94 instruments × 60 oscillators = 5,640 individual tests; six synthetic control series × 60 oscillators = 360 additional control tests are reported separately.
#Trailing Stop
A stop that moves in the direction of a favourable trade and can protect part of the gain already achieved.
#Hit rate
The share of closed trades that finish positively. It does not indicate the size of gains or losses.
#Hit ratio
Number of winning trades divided by the number of losing trades. It has no unit and must not be confused with monetary profit factor.
#Walk-forward
A rolling forward-validation method. Rules are tested across successive development and test windows instead of only once over a single historical period.
#No matching term found.
LANGUAGE PRINCIPLE
English terms remain where they are established technical language.
Terms such as Decision Core, Intraday, Slippage or Walk-forward are retained when a forced translation would be less precise. What matters is that the meaning is explained at first use and remains consistent throughout the project.
Rule for the website: No abbreviation or metric should require the reader to know an internal project vocabulary. If a term is necessary, it is either explained directly or linked here.