A signal that says "BUY" and nothing else is an opinion. A signal that says buy at this price, stop here, take profit there, because these four rules fired and here is what each one saw is something you can check, disagree with, and measure afterwards.
Every NusaTerminal signal is the second kind. Here is exactly how one is made.
How NusaTerminal generates signals
1. Market scanning
Every few minutes the scanner re-scores every symbol on the board you are watching - twenty crypto pairs, the IDX large caps, the US names, or the forex and commodity list - on the horizon you have chosen. It does not wait for you to open a chart; a new signal is pushed to the panel and, if you have allowed it, to a desktop notification.
On the crypto board, spot and futures are scanned separately. They share a symbol and almost a price, but the perpetual has its own candles, its own funding cost and a short side that spot does not have, so a futures signal is computed on the perpetual's own bars and a spot signal on the spot pair's.
2. Technical rules
Five independent rules, each voting -1, 0 or +1:
- Trend - EMA20 above or below EMA50
- Position against trend - price above or below EMA20
- Momentum - MACD histogram positive and growing, or negative and growing
- RSI - below 30 or above 55 for a long; above 70 or below 45 for a short
- Structure - price in the bottom 10% of its 40-bar range for a long, the top 10% for a short
The votes are summed. A signal is called only when the absolute score reaches 4 of 5. Three rules agreeing is shown on the symbol's own page as a weak reading; it never reaches the scanner, because a notification has to earn the interruption.
3. Trend confirmation
The first two rules are the confirmation: a long needs the short average above the long one and the price above the short one. A price bouncing in a downtrend can light up momentum and RSI and still not reach four, because the trend rules are voting against it. That is deliberate - the rules are designed so that the highest possible score in a downtrend is lower than the threshold.
4. Entry
The entry is the last price at the moment the rules fired. In the backtest, the trade is entered at the open of the next bar, never at a close that could not have been known at the time. The live ticket and the backtest use the same convention, so the numbers are comparable.
5. Stop loss
1.5× ATR(14) from the entry. ATR is the average true range - measured volatility over the last fourteen bars - so the stop is wider on a volatile pair and tighter on a quiet one, rather than a fixed percentage that is too tight for one and too loose for the other.
6. TP1
1.5× ATR from the entry, in the direction of the trade. Risk to reward is 1:1 at the first target.
7. TP2
3× ATR from the entry. Risk to reward is 1:2. When a single bar touches both the stop and a target, the backtest counts the stop as hit first - the order inside a bar cannot be known from OHLC, so the pessimistic assumption is taken.
8. Backtesting
Every signal type, on every market and horizon, is replayed over years of history using this exact code: the same rules, the same entry convention, the same stop and targets, the same tie-break, and the real cost model for that market - taker fees, slippage, and funding on futures.
The result is not just an average. It is a lower bound - the worst figure the data is still consistent with, given how many trades it rests on. A strategy with a spectacular average on forty trades and a lower bound below zero is not run by the automation engine, and the signal panel tells you so.
What a ticket looks like
SHORT · FUTURES · BTCUSDT · 4H
score −4 of 5 rules firing · confidence 80%
entry 78,488.50
stop loss 79,596.49 1.5×ATR · risk 1,107.99
TP1 77,380.51 RR 1:1
TP2 76,272.52 RR 1:2
funding +0.03%/day · received by this side
▼ Trend EMA20 below EMA50
▼ Position price below EMA20
▼ Momentum MACD histogram negative and growing
▼ RSI 41.3 - below 45
• Structure price mid-range - neutral
Every number on it was computed, and every rule says what it saw. If you would have called it differently, you can see exactly where you disagree.
What the signals do not do
They do not predict. They report that a fixed set of conditions is currently true, and they attach the exits that the backtests were measured with. Whether those conditions have led anywhere in the past is a separate question, and the answer is on the backtesting page - per strategy, per market, per horizon, with the sample size beside every figure.
We don't promise profits. We test the strategy first.