WhaleRider

One language. Every signal.

Define cross-domain trading strategies in YAML, compile them into fixed .wr artifacts, and run the same artifacts in simulation or live trading.

_{WhaleRider by Rocksoldi}

WhaleRider is a strategy compiler and deterministic trading runtime. Its YAML language can combine technical, fundamental, market breadth, insider, and economic data in one strategy definition.

YAML source  ->  .wr artifact  ->  Simulation / Live

The compiler validates the declaration and creates a fixed execution plan. When the runtime receives the same inputs, the strategy produces the same decisions.

Why compile strategies?

• Validate the complete strategy before execution.
• Keep trading logic in a versioned, portable artifact.
• Use the same artifact in simulation and live trading.
• Trace each decision from its YAML declaration to the resulting trade.
• Separate strategy logic, risk policy, and execution context.

Workflow

Core files

Strategy composition

A WhaleRider strategy is composed of two independently defined components:

• Trade plan — defines what and when to trade: universe, indicators, signals, entry and exit criteria, and trade-level exits.
• Risk policy — defines how the account may allocate capital: margin, maximum position value, and maximum risk per position.

Trade plan (.wr)  ─┐
                   ├─>  Strategy (.wr)  ─>  Simulation / Live
Risk policy (.wr) ─┘

The trade plan and risk policy are compiled and deployed separately. Their deployed IDs are then linked by a strategy definition.

Risk policy

This medium-risk policy allows a position to use at most 50% of account value and risk at most 2% of account value.

NAME: MEDIUM_RISK
INITIAL_MARGIN_RATE: 0.5
MAINTENANCE_MARGIN_RATE: 0.25
MAX_POSITION_VALUE_PCT: 50
MAX_POSITION_RISK_PCT: 2

Strategy

The strategy connects one deployed risk policy to one deployed trade plan.

NAME: MEDIUM_RISK_EMA_CROSSOVER
RISK_POLICY_ID: <RISK_POLICY_ID>
TRADE_PLAN_ID: <TRADE_PLAN_ID>

Open the risk policy · Open the strategy definition

Quick start

1. Install the VS Code extension

The extension provides completion, schema validation, and diagnostics for WhaleRider YAML files.

1. Open Extensions in VS Code.
2. Search for WhaleRider DSL.
3. Select WhaleRider DSL and click Install.

2. Install the CLI

Windows PowerShell

irm https://cli.whalerider.org | iex

Linux

curl -s https://cli.whalerider.org/install-wr.sh | tr -d '\r' | bash

Verify the installation:

wr --version

3. Compile locally

Compilation does not require an access profile.

wr compile --file ema-crossover.trade-plan.yaml

The command validates the YAML and creates a compiled .wr artifact.

Trade plan example

This long-only EMA crossover is a small complete trade plan. It enters when the 20-day EMA is above the 50-day EMA and exits when that relationship reverses.

# EMA Crossover
#
# A small long-only trend strategy.
# Enter when the fast EMA moves above the slow EMA.
# Exit when the fast EMA moves below the slow EMA.

NAME: EMA_CROSSOVER
SIDE: LONG

RISK:
  ATR_INTERVAL: DAY
  ATR_LOOKBACK: 14
  STOP_LOSS_ATR: 2
  TAKE_PROFIT_ATR: 4
  HOLDING_MAX_PERIOD: 120D

UNIVERSE:
  MARKET_INDICES:
    - SP500
  MIN_MKT_CAP: 5000000000
  MIN_AVG_VOLUME: 1000000

INDICATORS:
  - NAME: EMA20
    DOMAIN: CANDLE
    INTERVAL: DAY
    MEASUREMENT: Close
    STEPS:
      - TYPE: EMA
        LOOKBACK: 20

  - NAME: EMA50
    DOMAIN: CANDLE
    INTERVAL: DAY
    MEASUREMENT: Close
    STEPS:
      - TYPE: EMA
        LOOKBACK: 50

SIGNALS:
  - NAME: TREND_UP
    IS: EMA20 > EMA50

  - NAME: TREND_DOWN
    IS: EMA20 < EMA50

CRITERIA:
  ENTER:
    IF: TREND_UP

  EXIT:
    IF: TREND_DOWN

Open the complete EMA crossover file

Strategy examples

The examples progress from a basic technical rule to multi-domain strategies and ordered state machines.

[!NOTE] These examples demonstrate the WhaleRider language. They are research starting points, not investment advice or a guarantee of returns.

CLI reference

Setup

wr --version
wr profile set --name <NAME> --access-key <ACCESS_KEY>
wr profile use --name <NAME>
wr profile list

Profiles are required for platform operations. Local compilation does not require a profile.

Compile and deploy artifacts

wr compile --file <NAME>.trade-plan.yaml
wr compile --file <NAME>.risk-policy.yaml
wr compile --file <NAME>.strategy.yaml
wr deploy --file <NAME>.<COMPONENT>.wr

Run and inspect simulations

wr simulation run --simulation-id <SIMULATION_ID>
wr simulation run get --simulation-run-id <RUN_ID>
wr simulation run list --table
wr simulation run performance get --simulation-run-id <RUN_ID> --group-interval ALL --table

Inspect deployed definitions and trades

wr strategy list --table
wr trade-plan list --table
wr broker-account config list --table
wr trade list --broker-account-id <ACCOUNT_ID> --skip 0 --limit 20 --table

Use wr help to list commands, or wr help <command> for command-specific options.

VS Code authoring

WhaleRider DSL helps author:

• nested entry and exit criteria;
• indicator measurements, intervals, lookbacks, and transforms;
• named signals and expressions;
• ATR-based risk settings; and
• market universes and ticker filters.

Deterministic execution

.yaml defines intent.
.wr defines execution.

Compilation creates a fixed strategy artifact with no hidden script state. That artifact is the unit deployed to each supported runtime.

For more detail, read Strategies are compiled programs.

Contact

Questions or access requests: whalerider@rocksoldi.com

_{WhaleRider by Rocksoldi.}