Code Lab Learning Path

This is a customer-facing learning path for HyperionX users and script authors. It belongs with Code Lab because the main goal is to help people learn the platform, then build indicators, strategies, bar types, and research workflows correctly.

It is not an internal engineering roadmap. Product direction lives in Product Roadmap, and API contracts live in Platform APIs and HyperionX API Spec.

AI agents can use this page as a training map, but it is written for customers first.

Track 0: Platform Orientation

Goal: understand what HyperionX is and how the main windows fit together.

Learn:

• Main window.
• Connections.
• Instruments.
• Charts.
• Chart Trader.
• Orders, positions, accounts, and executions.
• Workspaces.
• Simulation vs live environments.

Build:

• Connect to a data source or simulation provider.
• Open a chart.
• Add an indicator.
• Place a simulation market order.
• Save and reload a workspace.

Read:

• Getting Started
• Platform Architecture
• Charting And Trading
• Connections
• Workspaces

Track 1: C# For Trading Scripts

Goal: learn only the C# needed to read, write, and debug trading scripts.

Learn:

• Variables: int, double, string, bool, and enum.
• Methods and return values.
• Classes and small state objects.
• Loops.
• Conditions.
• System.DateTime and TimeSpan.
• Collections used in trading code.

Build:

• A small class that stores entry, stop, target, and risk/reward.
• A time filter that only allows trades during selected hours.
• A helper method that calculates tick distance from price distance.

Rules:

• Use System.DateTime.Now or System.DateTime.UtcNow for clock time.
• Use DateTime[0] for the current bar timestamp.
• Keep helper classes small and purpose specific.

Track 2: Indicator Development

Goal: build indicators that calculate safely and display cleanly.

Learn:

• Indicator base class.
• OnStateChanged().
• State.SetDefaults.
• State.Configured.
• OnBarUpdate().
• Guarding CurrentBar.
• Open, High, Low, Close, Volume, and DateTime.
• Series<double>.
• Plot.
• PlotColors.
• Candle coloring.
• Background coloring.
• Drawing objects.

Build:

• Moving average.
• Signal indicator with transparent output plot.
• Candle-coloring volume indicator.
• Indicator with an extra pane.
• Indicator with user-editable parameters.

Read:

• Code Lab
• Indicator Development
• Code Lab API Reference
• Series And Bars
• Drawing API

Acceptance exercises:

• The indicator compiles.
• It does not access bars before they exist.
• Parameters show in the property grid.
• Plots appear with correct names and colors.
• Hidden signal output can be read by a strategy.

Track 3: Strategy Development

Goal: build strategies using a modular pattern.

Core model:

Entry -> Filter -> Exit

Learn:

• Strategy base class.
• Entry signals.
• Filter modules.
• Exit modules.
• Order submission.
• Order lifecycle.
• Strategy position vs account position.
• Backtest vs real-time behavior.

Build:

• Market-entry strategy.
• Limit-entry strategy with timeout.
• Stop-entry breakout strategy.
• Strategy with time filter.
• Strategy with trend filter.
• Strategy with fixed stop and target.

Read:

• Strategy Development
• Strategies And Orders
• Lifecycle Reference

Acceptance exercises:

• Entry logic is isolated from exits.
• Filters can be toggled from properties.
• The strategy records entry state only after fill.
• The strategy clears stale state after exit.

Track 4: Professional Order And Risk Management

Goal: move from simple entries to production-grade position management.

Learn:

• OCO brackets.
• Stop loss and profit target exits.
• Break-even stops.
• Trailing stops.
• Time exits.
• Opposite-signal exits.
• Scale in.
• Scale out.
• Partial fills.
• Cancel and replace.
• Working-order timeout.

Build:

• Bracket/OCO strategy.
• Break-even stop strategy.
• Trailing stop strategy.
• Time-exit strategy.
• Scale-in and scale-out strategy.

Acceptance exercises:

• One exit condition cannot fire multiple exit orders on the same bar.
• Cancel/replace does not leave stale working orders.
• Full exit resets all trade state.
• Partial exits update quantity correctly.

Track 5: Advanced Scripts And Chart Interaction

Goal: build scripts that use more than standard bar-close calculations.

Learn:

• OnTickUpdate(ICandle candle, ICandle tick).
• CalculateMode.OnEachTick.
• Multi-series scripts.
• Higher-timeframe filters.
• Strategy plots.
• Custom chart rendering.
• Visible range.
• Mouse interaction.
• Script-created chart controls.
• Custom bar types.
• Chart styles.

Build:

• Tick-aware trailing stop.
• Multi-timeframe strategy.
• Strategy that plots entry, stop, and target.
• Visible-range volume profile.
• Interactive chart button or zone tool.
• Custom bar type.

Read:

• Chart Rendering
• Market Data
• Examples Library

Acceptance exercises:

• Rendering works during scroll, zoom, resize, and live updates.
• Visible-range loops clamp start and end bars.
• Tick logic is lightweight and does not create indicators repeatedly.
• Multi-series scripts guard CurrentBars for every series.

Track 6: Backtesting, Optimization, And Validation

Goal: learn evidence-based research instead of peak-result selection.

Learn:

• Backtest assumptions.
• In-sample and out-of-sample splits.
• Brute-force optimization.
• Genetic optimization for exploration.
• Optimization metrics.
• Custom optimization fitness.
• Commission and slippage modeling.
• Parameter stability.
• Validator portfolio testing.
• Saved research database.

Build:

• Backtest one strategy.
• Optimize two parameters.
• Compare in-sample and out-of-sample results.
• Run validator across an instrument list.
• Save and reopen an optimization result.
• Create a custom fitness score.

Read:

• Backtesting
• Optimization
• Validation
• Optimization Modules

Acceptance exercises:

• The selected strategy is not chosen by max net profit alone.
• Results include commissions where relevant.
• Out-of-sample result is reviewed.
• Nearby parameter values are tested.
• Trade count is high enough to trust the sample.

Track 7: AI And Agent Workflows

Goal: make AI useful without giving it unsafe or imaginary authority.

Learn:

• Chart AI context.
• Local desktop API.
• Tool permissions.
• Code Lab compile workflow.
• Validator and optimizer tool workflow.
• Simulation action workflow.
• Audit logs.

Build:

• Ask AI to summarize current chart context.
• Ask AI to explain loaded indicators.
• Ask AI to compile a Code Lab script.
• Ask AI to run a validator test.
• Ask AI to place a simulation order only after permissions are enabled.

Read:

• AI Agent
• Agent Builder
• Agent Builder API
• Platform APIs
• HyperionX API Spec

Acceptance exercises:

• AI never claims an order filled unless a tool confirms it.
• AI can explain what data it can and cannot access.
• AI can return compile diagnostics with file and line.
• AI uses simulation tools before any live-trading workflow.

Suggested Public Course Structure

Course	Audience	Outcome
HX100 Platform Basics	New users	Connect, chart, trade in simulation, save workspace.
HX101 C# For HyperionX	New script authors	Understand the C# needed for trading scripts.
HX102 Indicators	Indicator developers	Build plotted, colored, and rendered indicators.
HX103 Strategies	Strategy developers	Build modular entry/filter/exit systems.
HX104 Advanced Scripts	Advanced developers	Use ticks, multi-series, rendering, custom controls, and bar types.
HX105 Research And Validation	System traders	Backtest, optimize, validate, and save research.
HX106 AI Workflows	Power users	Use Rion and local tools for context, Code Lab, research, and simulation.

Non-Negotiable Script Rules

• Write HyperionX scripts, not scripts for another platform.
• Use HyperionX namespaces and attributes.
• Use [HyperionXProperty] for user-editable parameters.
• Check local API files before assuming a method exists.
• Guard historical bar access.
• Compile after edits.
• Do not paste unsupported generated support regions.
• Keep live trading separate from simulation and research.