Vant8's strategies share a small set of concepts that show up in every configuration form. If you understand the eight ideas below — risk profile, emitting vs. non-emitting, the position-conflict check, the circuit breaker, the indicator-and-timeframe choice, the dry-run pattern, the start/stop semantics, and the audit trail — you'll know what every strategy is doing before you deploy it.
Every strategy is created with a risk profile. The profile changes thresholds — Signal Score AI confidence gates for emitting strategies, indicator thresholds (RSI oversold band, ADX gate) for direct strategies, and parameter defaults for sizing decisions on the rest.
The profile reshapes the strategy's decisions, not just how much it bets per signal. A profile change can move you from many small trades to fewer larger ones, depending on the strategy.
Each strategy has its own threshold table per risk level. The same profile produces different gates on RSI, MACD, and MA Cross — because they look for different things.
You pick the risk profile when you deploy. There is no global account-level risk profile that overrides per-strategy choice — different strategies can run different profiles in parallel.
Emitting strategies fire a discrete trade signal (RSI flagging oversold, MACD detecting a cross). Non-emitting strategies place orders by schedule or by grid position, with no signal to validate.
Every signal these strategies generate flows through Signal Score AI for an eight-factor score before it becomes an order. Below the strategy's confidence threshold, the signal is logged and skipped.
These strategies act on a schedule (DCA), a grid position (Grid Trading, Perp Grid), a held allocation (HODL), or a delta-neutral structure (Arbitrage). They do not flow through Signal Score AI — there's no signal to validate.
A new strategy refuses to start if it would conflict with an existing position on the same symbol on the same venue. This protects you from two strategies that would push and pull the same coin against each other.
The check is at the (symbol, venue) level. You can run RSI on BTC/USDT on Binance and Mean Reversion on BTC/USDT on Bybit at the same time; you cannot run two RSI strategies on BTC/USDT on Binance.
A long-only strategy and a short-only strategy on the same perp symbol can coexist (one would open longs, the other shorts) if configured that way — but the engine still warns you about the implications.
Strategies do not retry failed orders in tight loops. If three orders are rejected in a row on a connection — wrong margin mode, insufficient funds, API outage — the connection's circuit breaker trips for a few minutes. The strategies pause cleanly until it resets.
Without a breaker, a misconfiguration could burn through your exchange's rate limit and get the key temporarily banned. The breaker exists specifically to prevent that scenario.
A tripped breaker shows the venue, the strategy, and the failed-order reason in the dashboard. Fix the root cause (top up margin, change mode, switch leverage) and the strategy resumes.
Most strategies expose an indicator parameter (RSI period, MACD fast/slow, MA Cross fast/slow) and a primary timeframe. These are not cosmetic. A 30-period RSI on a 4-hour candle is a different strategy from a 14-period RSI on a 1-hour candle.
RSI(14), MACD(12, 26, 9), MA Cross(5, 20). Bollinger(20, 2). These are the standard parameters traders compare against. Vant8 ships them unmodified so charts elsewhere match what the bot computes.
The primary timeframe is the candle the strategy reads. A higher timeframe means fewer signals but each one carries more weight. Multi-timeframe consensus, where it applies, checks the next-higher timeframes for agreement.
Every strategy in the catalogue supports on-demand backtesting from the dashboard. Pick a configuration, pick a historical window, and run the same engine against real venue candles — same signals, same indicators, same fee schedule, same exit logic. Use the results to size expectations before you commit real capital.
The backtest uses the exact strategy code that would run live, replayed against real historical candles from your target venue. Fees are the venue's actual maker/taker; slippage is a configurable assumption. See /features/backtesting for the full model.
Backtesting is on the FREE tier — you don't need a subscription or a live venue connection to validate a strategy first. Strategy AI and Spot Grid AI also drive backtests automatically behind their recommendations.
Stopping a strategy halts new order placement immediately. Existing open positions remain on the venue and continue to be tracked. If you want the positions closed, use the strategy's exit flow or close them manually.
For most strategies, STOPPED is a re-startable state. For Perp Directional, STOPPED is terminal by design — the strategy is single-fire and a fresh deployment is required to take a new position.
Every signal the strategy emitted, with the indicator readings, the score (if scored), the threshold it was compared against, and whether it became an order.
The actual orders the strategy placed, the fills the venue returned, fees paid, and the slippage between expected and realised price.
Position opens, closes, partial reductions, liquidations, and stop / take triggers — all attributed to a strategy and reconciled against the venue.
Paper-trade it first if it's new to you. The same engine that runs the live strategy runs the paper one.