If a macro event matters, your engine should know.
Most retail strategies blow up on the same handful of news days. We wire the calendar into the spec so the engine refuses to fire when the risk is asymmetric.
News rules. Declarative.
- Per-impactAvoid red folder, or red + medium. Configure the threshold per strategy.
- Per-currencyA USD-only filter doesn't pause GBP/JPY. Cross-currency events handled correctly.
- Time windows"15 min before" and "15 min after" are explicit, not heuristic.
- Title regexKill-switch on Fed Chair speeches, Trump speeches, FOMC pressers — match by title.
- Day-level guardOptional "no trading on this entire date" guard for Brexit-class events.
{
"news": {
"enabled": true,
"impact": ["high"],
"currencies": ["USD","EUR"],
"avoidMinBefore": 15,
"avoidMinAfter": 15,
"titleKillSwitchRegex": [
"(?i)fed\\s+chair",
"(?i)fomc\\s+press",
"(?i)nfp"
]
}
}A research-grade fundamentals page, not a noisy ticker.
Today, next 7 days, next 4 weeks. Filter by currency, by impact, by event type.
A morning summary: what's coming, what got moved, which sessions are at risk.
Decision dates, expected change, prior, surprise score, market reaction.
Forecast vs actual, normalised across history. Flag anomalous releases.
Per-strategy lockout windows visualised on the chart and the equity curve.
Every event tagged with affected currencies and a derived impact score.
Pick UTC offsets by city — DST handled. The whole app re-renders to your zone.
When the engine refuses an entry, the reason ("HighImpactUSD blackout 13:30") is logged.
Export upcoming events as JSON for downstream tooling or your own scripts.
Three places news affects an order.
Before signal evaluation, the engine asks the news guard for active blackouts.
- Per-symbol
- Per-currency
- Per-impact
Open positions can be force-closed N minutes before a kill-switch event.
- Configurable
- Logged with reason
Strategy attribution splits performance into news-day vs no-news P&L.
- Visible in reports
- Per-currency drilldown
Live feed. Two mirrors. One source of truth.
Fall-over to a backup feed if the upstream returns stale data. Logged on the status page.
Updates merge by event ID. A re-stated forecast doesn't double-count.
When in doubt the engine errs on the side of locking. We'd rather miss a trade than blow up.
Every event ingest, mirror failover, and lockout decision is logged for replay.
What people ask after losing money to a news spike.
Stop trading through NFP by accident.
Wire the macro calendar into the spec. Let the engine make the call.
Join the waitlist