FIG 02 — Strategies
Five rule-based strategies. Built for Canadian retail traders.
Drumlin ships with five default strategies. Each one is gated by 30 days of paper trading, capped by your CAD daily loss limit, and journaled against the T5008 schema. Connect Wealthsimple, Questrade, or IBKR Canada — Drumlin does the rest.
FIG 02.A — Strategy desk, paper-trade view
§03 — Built for Canadian traders
Files your T5008. Caps your daily loss in CAD. Forces paper trades before going live.
The differences that matter for a self-directed Canadian trader — by name, in plain English, and enforced server-side.
T5008 export
Every fill, partial, and adjusted-cost-base computation lands in a CSV that maps directly to CRA T5008 boxes. No spreadsheet gymnastics in March.
CAD daily loss cap
Set a hard CAD-denominated daily loss cap. When realized + unrealized hits it, Drumlin flattens open positions and locks the strategy until the next session.
Paper-trade gate (30 days, non-skippable)
Every strategy ships in paper-trade mode. Going live is gated by 30 days of paper performance the server enforces — the client cannot bypass it.
Kill switch
One control flattens every strategy across every connected account in seconds. No clever exception path, no opt-out per strategy.
Broker-aware: Wealthsimple, Questrade, IBKR Canada
Built for the brokers Canadian retail traders actually use. Questrade via OAuth, IBKR Canada via the Client Portal Web API, Wealthsimple via the read-only journal import.
T5008 export · CAD daily loss cap · paper-trade gate · kill switch · Wealthsimple · Questrade · IBKR Canada
§04 — The five
Default strategy library
Each strategy is a registered template. Clone it, change the parameters, and the paper-trade gate restarts on the new configuration.
- 01
Gap Fill
Fades the morning gap on liquid CAD-listed equities. Long when price opens above prior close and reverts toward it; short the mirror.
- ›Universe: TSX-listed names with > $20M average daily volume
- ›Entry: open ±1.0% from prior close, fade toward VWAP
- ›Exit: VWAP touch or end-of-day square-up, whichever comes first
- ›Skip: gap > 4% (treated as news, not noise)
Paper-trade gate · 30 days · server-enforced
- 02
Opening Range Breakout
Defines the first 15 minutes as the opening range; takes a single breakout in the direction of the break. One trade per symbol per day.
- ›Range window: 09:30–09:45 ET
- ›Entry: break of range high (long) or low (short) on > 1.2× average volume
- ›Stop: opposite side of the opening range
- ›Target: 1.5R or end-of-day square-up
Paper-trade gate · 30 days · server-enforced
- 03
VWAP Mean Reversion
Trades extensions away from VWAP back toward it. Designed for range-bound days; the kill switch sits on top so trending days do not bleed.
- ›Trigger: price > 2 standard deviations from intraday VWAP
- ›Entry: reversion candle with confirming volume
- ›Exit: VWAP touch or 15-minute time stop
- ›Daily cap: 3 trades per symbol
Paper-trade gate · 30 days · server-enforced
- 04
Moving Average Crossover
Daily-bar trend follower. 20/50 simple moving average crossover with an ATR-based stop. Holds positions overnight; T5008-aware so the journal records adjusted cost base correctly.
- ›Long when 20-SMA crosses above 50-SMA on daily bars
- ›Stop: 2× 14-day ATR below entry
- ›Trail stop to breakeven after +1R
- ›Exit on opposite cross or stop
Paper-trade gate · 30 days · server-enforced
- 05
End-of-Day Square-Up
Companion to every intraday strategy above: closes any open position 5 minutes before the bell so nothing carries overnight by accident.
- ›Trigger: 15:55 ET, every market day
- ›Action: market-close any position the strategy opened today
- ›Skip: positions explicitly marked as multi-day (e.g. MA Crossover)
- ›Records square-up as a separate journal entry for T5008 reconciliation
Paper-trade gate · 30 days · server-enforced
§05 — Safety, named
Limits you can describe in one sentence each.
Paper-trade gate
Every strategy must complete 30 days of paper trading before live mode unlocks. The gate is enforced on the server; the client UI cannot bypass it.
CAD daily loss cap
A hard cap in CAD across all strategies. When tripped, Drumlin flattens open positions and disables strategies until the next trading session.
Kill switch
One control. Flattens every position and disables every strategy across Wealthsimple, Questrade, and IBKR Canada in seconds.
T5008 export
Every fill the engine produces is journaled with adjusted cost base. Export a CRA-mapped T5008 CSV at year end.
Join the waitlist
Drumlin is in private beta.
Drop your email. We’ll write back when your account is ready and Questrade / IBKR Canada connections are live.
Built in Ottawa by HJB CodeForge.