> For the complete documentation index, see [llms.txt](https://docs.openalgo.in/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.openalgo.in/flow-editor/flow-editor.md). # Flow Editor Flow is OpenAlgo's node-graph strategy builder at `/flow`. You wire market data into indicators, indicators into conditions, and conditions into order execution, no Python required. This section is the **technical reference**. It assumes you are building a real strategy and want to know exactly what each node does, what the execution model guarantees, and where the boundaries are. * [Concepts and Execution Model](/flow-editor/flow-editor/concepts.md): nodes, edges, variables, how a run actually proceeds * [Node Reference](/flow-editor/flow-editor/node-reference.md): all 61 nodes, their fields and their outputs * [Market Data and Timeframes](/flow-editor/flow-editor/market-data.md): quotes, history, lookback, bar limits * [Indicators](/flow-editor/flow-editor/indicators.md): all 116 indicators, lookback, nesting * [Tutorials](/flow-editor/flow-editor/tutorials.md): eight complete, tested strategies * [Limitations and Gotchas](/flow-editor/flow-editor/limitations.md): read this before going live *** ## What Flow can do | Capability | Nodes | | -------------------------------------------------------------------- | --------------------------------------------------------------------------------------------- | | Trigger on a schedule, a webhook, a price level, or an order fill | `start`, `webhookTrigger`, `priceAlert`, `orderUpdateTrigger` | | Read live quotes and market depth | `getQuote`, `multiQuotes`, `getDepth`, `subscribeLtp/Quote/Depth` | | Read historical OHLCV at any supported timeframe | `history`, `barOffset`, `priorPeriodOhlc` | | Compute any of 116 technical indicators | `indicator` | | Branch on price, time, position, funds, or any computed value | `priceCondition`, `timeWindow`, `timeCondition`, `positionCheck`, `fundCheck`, `varCondition` | | Combine conditions | `andGate`, `orGate`, `notGate` | | Place equity, futures, and options orders | `placeOrder`, `smartOrder`, `optionsOrder`, `optionsMultiOrder`, `basketOrder`, `splitOrder` | | Manage open orders and positions | `modifyOrder`, `cancelOrder`, `cancelAllOrders`, `closePositions` | | Resolve option symbols, expiries, and chains | `optionSymbol`, `expiry`, `optionChain`, `syntheticFuture` | | Alert and log | `telegramAlert`, `whatsappAlert`, `log`, `httpRequest` | | Track P\&L for one strategy, not the account | `strategyPnl` | | Read the account: orders, trades, positions, holdings, funds, margin | `orderBook`, `tradeBook`, `positionBook`, `holdings`, `funds`, `margin`, `getOrderStatus` | | Check exchange holidays and market timings | `holidays`, `timings` | | Detect a new day, week, month, quarter or year | `calendar` | | Pause within a run | `delay`, `waitUntil` | | Arithmetic and state within a run | `mathExpression`, `variable` | 61 node types in total, every one documented in the [Node Reference](/flow-editor/flow-editor/node-reference.md). Every order node calls the same service functions as `/api/v1/`, so Analyzer (sandbox) mode, Action Center approval, and Telegram or WhatsApp alerts all behave identically to an API-placed order. ## What Flow cannot do These are hard boundaries, not oversights. [Limitations](/flow-editor/flow-editor/limitations.md) covers each in detail with workarounds. | Limitation | Practical effect | | ----------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | **No state across runs** | `variable` values reset every run. "Have I already entered today?" must be answered from the broker (`positionCheck`, `orderBook`), not a counter. Period boundaries are the exception: `calendar` answers "is a new week/month/quarter" from the exchange calendar, no memory needed. | | **`delay` and `waitUntil` block the run** | They hold the execution slot for their full duration. `delay` is silently capped at 300 seconds and then continues, so a workflow written as "wait 30 minutes" exits after five. `waitUntil` is uncapped. Waiting out a session means a second workflow on its own schedule, not a six-hour `waitUntil`. | | **No loops** | You cannot iterate a symbol list. One workflow handles one symbol; clone it per symbol. | | **No backtesting** | Flow runs forward only. Use the Python Strategy Host or the `openalgo` SDK to backtest. | | **No pandas objects** | Variables are JSON. You get arrays of records and single values, not a `pandas.Series`. | | **Max 200 bars per fetch** | Deep history (10 years of 1-minute data) is refused by design. See [Market Data](/flow-editor/flow-editor/market-data.md). | | **Triggers cannot read upstream data** | A trigger is the entry point, so its fields cannot contain `{{variables}}`. | | **Indicators need one symbol** | `correlation`, `beta`, `crossover`, `crossunder` need two independent series and are not available as a single `indicator` node. Crossovers are built from two indicator nodes, see [Tutorial 3](/flow-editor/flow-editor/tutorials.md#3-crossovers). | ## Live vs Analyzer mode Flow does not have its own paper-trading switch. It inherits the global **Analyzer** toggle: * **Analyzer on**: orders are simulated by the Sandbox engine. Order ids are real-looking, `mode` is `analyze`, and nothing reaches your broker. * **Analyzer off**: orders go to the live broker. Always build and validate a strategy with Analyzer on. Every example in this section was verified in Analyzer mode.