Documentation for Deptle Terminal.

tick is the market event your strategy receives on each call to on_tick.

• tick.price (int, fixed-point quote price).
• tick.qty (int, fixed-point base quantity).
• tick.time_ns (int, Unix ns).
• tick.count (int).
• tick.flags (int).
• tick.asset_id (int, encoded asset slot id for multi-asset runs).

Add sys when you want extra runtime information beyond the current market event.

• sys.tick_index, sys.source_tick_index.
• sys.strategy_index, sys.strategy_slot, sys.strategy_count.
• sys.asset_id, sys.asset_count.
• sys.position_base, sys.equity_quote.
• sys.portfolio_sync_epoch, sys.portfolio_score, sys.portfolio_rank_desc, sys.portfolio_rank_asc.
• sys.rng_seed_lo, sys.rng_seed_hi.

Use these helpers when you want to compare one asset with the rest of the portfolio.

• portfolio_score_live(asset_id) or sys.portfolio_score_live(asset_id).
• portfolio_score(asset_id) or sys.portfolio_score(asset_id).
• portfolio_rank_desc(asset_id) or sys.portfolio_rank_desc(asset_id).
• portfolio_rank_asc(asset_id) or sys.portfolio_rank_asc(asset_id).

If you choose bar data in the Optimizer, your strategy still runs through on_tick, but the values represent bar data instead of raw ticks.

There is no DSL bar entrypoint. Aggregation is configured in the Optimizer feed controls.

• tick.price is bar close.
• tick.qty is aggregated bar volume.
• tick.count is aggregated bar trade count.
• tick.time_ns is UTC bar close boundary timestamp.