> ## Documentation Index > Fetch the complete documentation index at: https://docs.glitchexecutor.com/llms.txt > Use this file to discover all available pages before exploring further. # Quick rules > The natural-language grammar that turns a one-line trade idea into a deployable bot. The textarea at **/app/quick** parses one-line natural-language rules into a structured Strategy IR. The IR is the contract between every layer of Glitch Executor — backtester, compiler, marketplace, linter — so a rule you type in plain English ends up identical to one a power user authored in code. ## Patterns the parser understands ``` buy BTCUSD at 80000, sell at 81000 sell EURUSD at 1.10, buy back at 1.09 with 0.5% risk long XAUUSD when price >= 2050, exit at 2080 short JPN225 when price <= 38000, exit at 37500 ``` ## Optional size suffixes Append any of: * `with 0.01 units` — fixed-units sizing * `with 0.5 lots` — fixed-lots sizing * `with 0.5% risk` — risk per trade as a fraction of account equity ## What the parser produces Behind the scenes the rule becomes a Strategy IR document — JSON describing the instrument, entry condition, exit condition, sizing, and any firm guards you've enabled. You can view the IR by saving the strategy and opening **Strategy IR (JSON)** on the detail page. ## Honest limits Quick rules are **price-trigger style**: they have no stop-loss by default. The backtester surfaces this clearly when it detects hidden losses: This rule has no stop-loss. N positions opened during the backtest are still open at end of period — capital frozen until price returns to the exit. Mark-to-market unrealised PnL: \$X. For strategies that need stops, partial take-profits, or trailing logic, use the visual builder or the code editor (both ship in later releases). Quick rules are the on-ramp. ## Next Add prop-firm rule guardrails to any quick rule. How the simulator works and how to read the result.