Component	File	Purpose
NT Strategy Shell	`srp/strategy/srp_strategy.py`	NautilusTrader Strategy subclass, order lifecycle
Signal Engine	`srp/strategy/signal_engine.py`	Pure signal logic (VWMA+RSI-MFI channel + DCA)
Indicators	`srp/strategy/pine_indicators.py`	Pine-parity indicator calculations
Config	`srp/configs/srp.yaml`	All SRP parameters
Pine SSoT	`srp/docs/v6.pine`	Pine Script source of truth
Entry Point	`main_live.py`	`--strategy srp` launches SRP

Reference Documentation

Detailed documentation is available in the references/ subdirectory:

File	Content
`references/index.md`	Overview and navigation
`references/getting_started.md`	Installation and quick start
`references/concepts.md`	Core concepts (Strategy, Actor, etc.)
`references/strategies.md`	Strategy implementation guide
`references/data.md`	Data types and feeds
`references/backtesting.md`	Backtesting guide
`references/api.md`	API reference
`references/other.md`	Additional topics

Quick Reference

Strategy Base Class

from nautilus_trader.trading.strategy import Strategy

class MyStrategy(Strategy):
    def on_start(self):
        """Called when strategy starts"""
        pass

    def on_bar(self, bar: Bar):
        """Called on each bar update"""
        pass

    def on_order_filled(self, event: OrderFilled):
        """Called when order is filled"""
        pass

Order Submission

order = self.order_factory.market(
    instrument_id=self.instrument.id,
    order_side=OrderSide.BUY,
    quantity=Quantity.from_str("0.001"),
)
self.submit_order(order)

Stop-Loss/Take-Profit

# Submit entry order
entry = self.order_factory.market(...)
self.submit_order(entry)

# In on_position_opened callback, submit SL and TP separately
sl_order = self.order_factory.stop_market(..., reduce_only=True)
self.submit_order(sl_order)

# TP uses limit_if_touched (position-linked, auto-cancels on close)
tp_order = self.order_factory.limit_if_touched(...)
self.submit_order(tp_order)

Important: Do NOT use submit_order_list() with bracket orders.

Common Issues

Issue 1: Indicator Access from Background Thread

Problem: Accessing indicators from non-main thread causes Rust panic. Solution: Cache values in Python variables, access cached values from background threads.

Issue 2: Wrong Indicator Module

Problem: Using nautilus_trader.core.nautilus_pyo3 indicators. Solution: Use nautilus_trader.indicators (Cython version).

Issue 3: Circular Imports

Problem: __init__.py auto-imports cause circular dependencies. Solution: Import modules directly, avoid barrel exports.

Reference Files

This skill includes comprehensive documentation in references/:

api.md - API documentation
backtesting.md - Backtesting documentation
concepts.md - Concepts documentation
data.md - Data documentation
getting_started.md - Getting Started documentation
other.md - Other documentation
strategies.md - Strategies documentation

Use view to read specific reference files when detailed information is needed.

Resources

references/

Organized documentation extracted from official sources. These files contain:

Detailed explanations
Code examples with language annotations
Links to original documentation
Table of contents for quick navigation

Notes

This skill was automatically generated from official documentation
Reference files preserve the structure and examples from source docs
Code examples include language detection for better syntax highlighting
Quick reference patterns are extracted from common usage examples in the docs

Item	Value
Version	1.224.0
Python	3.12+
Exchange	Binance Futures
Symbol	BTCUSDT-PERP

nautilustrader

NautilusTrader Reference

Project Configuration

AlgVex SRP v6.1 Architecture