Debug a strategy that isn't firing¶

Your strategy compiles, the daemon's running, ticks are flowing — but no trades. Six things that go wrong, in order of how often they happen.

1. The condition was never `false` first¶

Rules are edge-triggered, not level-triggered. WHEN ema(fast) > ema(slow) fires on the transition from false to true, not while the condition stays true.

If your condition is true on the very first candle, it never fires.

Diagnose: add a LOG to the rule to confirm:

WHEN ema(btc.close, 9) CROSSES ABOVE ema(btc.close, 21)
THEN BUY btc SIZING 0.1
     LOG "edge transition fired" fast=ema(btc.close, 9) slow=ema(btc.close, 21)

If you see the LOG but no BUY, jump to step 2. If you see neither, the condition isn't transitioning.

Fix: if you genuinely want level-triggered, gate on something else. Most strategies want edge-triggered though — re-read why your rule isn't transitioning.

2. Risk engine rejected the order¶

Look in your logs for RiskRejectedEvent:

qkt logs my-strategy --since 1h | grep -i reject

If you see something like reason=daily-loss-halt or reason=max-position, that's the risk engine doing its job. Either:

The rule is correct and you should respect it
The rule's too tight for the strategy — tune qkt.config.yaml rules
The halt is stuck — restart the daemon to clear stateful halts (a qkt resume CLI is on the roadmap; see Planned features)

See Phase 9 — Risk engine for the full halt protocol.

3. Broker rejected the order¶

The risk engine passed, but the broker said no. Look for OrderRejected:

qkt logs my-strategy --since 1h | grep -i 'rejected'

Common broker rejection reasons:

Reason	Cause	Fix
`Symbol not found`	Symbol naming differs per broker (Exness adds `m` suffix)	Use the right `qkt.config.yaml` profile or check `symbolPolicy.aliases`
`Insufficient margin`	Position size too large for account	Reduce `SIZING` or fund the account
`Stop too close`	Stop distance < `tradeStopsLevel`	Widen the stop
`Market closed`	Trying to trade outside session	Use a `WHEN session.is_open` guard
`Invalid volume`	Size below `volumeMin` or not a multiple of `volumeStep`	Round to the broker's lot size

4. Indicators not warm yet¶

Indicators need N bars to produce values. Before then, ema(btc.close, 50) returns null, and any comparison with null is false — the rule never fires.

Diagnose: check the warmup status:

qkt status my-strategy

Look for warmup.complete: true. If it's still false after many ticks, your WarmupSpec isn't being honored.

Fix: the DSL compiler infers warmup from your indicator periods automatically — a strategy using EMA(close, 200) won't fire signals until 200 bars have arrived. If the strategy is starting fresh against a short tick stream, give it more historical data, or back-test on a date range that gives enough lead-in.

(An explicit WARMUP N BARS declaration is on the roadmap for Phase 24 — see Planned features. For now, the implicit warmup from indicator periods is usually enough.)

5. The wrong candle window¶

Easy mistake: you declare EVERY 1m but you're feeding the strategy historical data with only daily candles in ~/.qkt/data/. The aggregator can't produce 1m candles from daily data — it produces nothing, and your rule never sees a candle close.

Diagnose:

qkt status my-strategy --verbose

Look at the candle source. If candles_received: 0 despite the strategy running for minutes, the data feed doesn't match the timeframe.

Fix: either populate the data store with tick-level data (via ./scripts/fetch-dukascopy.sh today; a qkt fetch CLI is on the roadmap — see Planned features)…

…or adjust the strategy's timeframe to match what you have:

btc = BACKTEST:BTCUSDT EVERY 1d

6. Wrong broker prefix¶

BACKTEST:BTCUSDT works for backtests but you forgot to change it before deploying live. The daemon then routes orders to the paper broker even though you wanted Exness.

Diagnose: check qkt list:

NAME              KIND       PORT     TRADES   STATE
my-strategy       strategy   47291    0        running

If TRADES stays at 0 while the underlying market moves, check the SYMBOLS block.

Fix: swap the prefix:

SYMBOLS
    eur = EXNESS:EURUSD EVERY 5m   # was BACKTEST:EURUSD

…and make sure the EXNESS profile exists in qkt.config.yaml:

qkt brokers list

Last resort: turn up the log level¶

If none of the above explains it, enable DEBUG and watch every event:

qkt deploy my-strategy.qkt --log-level DEBUG
qkt logs my-strategy -f

You'll see every tick, every condition evaluation, every order decision. Grep for your strategy name. The reason will be in there.