Backtesting

Title Description
Blazing Fast Backtesting Backtest extremely complex strategies at record breaking speeds (perhaps the fastest backtester in the industry).
Multi-Strategy Backtesting Backtest multiple sophisticated trading strategies in a single unified desktop environment.
Multi-Core Backtesting Backtest a portfolio of strategies using multiple cores and utilizing up to 100% of the CPU.
Multi-Symbol Backtesting Backtest trading strategies that process one symbol at a time or multiple symbols at the same time.
Multi-Interval Backtesting Backtest trading strategies that process multiple different bar types at the same time.
Multi-Asset Backtesting Backtest trading strategies that process multiple symbols from multiple asset classes at the same time.
Supported Bar Types Backtest custom bar types as well as native bar types: Ticks, Seconds, Minutes, Days, Weeks, Months, Years, Range, Volume, Momentum, Heikin Ashi, Renko, Kagi, Line Break, P&F, Bid/Ask and various Profile bars.
Large Datasets Backtest huge data sets by specifying whether the backtested data should be loaded into the RAM or read from the disk.
Complex Event Processing Backtest trading strategies using multiple events such as OnBarUpdate, OnOrderUpdate, OnPositionUpdate, etc.
Performance Summary View an extensive summary that includes over 70 performance metrics, as well as custom performance metric scripts.
Period Breakdown View multiple performance stats for every period traded by the strategies (yearly, monthly, weekly, daily, day of week and hour of day).
Symbol Breakdown View multiple performance stats for every symbol traded by the strategies.
Profit Distribution View a profit distribution that displays various performance stats for every positive and negative PnL % change.
MAE Distribution View a Maximum Adverse Excursion distribution that displays various performance stats for every MAE % change.
MFE Distribution View a Maximum Favorable Excursion distribution that displays various performance stats for every MFE % change.
Performance Graphs View dozens of performance graphs, including an Equity Curve, Drawdown, PnL and many more.

Multi-Strategy Backtesting

Backtest multiple sophisticated trading strategies in a single unified desktop environment.

Performance Summary

View an extensive summary that includes over 70 performance metrics, as well as custom performance metric scripts.

Period Breakdown

View multiple performance stats for every period traded by the strategies.

Symbol Breakdown

View multiple performance stats for every symbol traded by the strategies.

Profit Distribution

View a profit distribution that displays various performance stats for every positive and negative PnL % change.

Performance Graphs

View dozens of performance graphs, including an Equity Curve, Drawdown, PnL and many more.

Optimization

Title Description
Multi-Strategy Optimization Optimize multiple sophisticated trading strategies in a single unified desktop environment.
Multi-Core Optimization Optimize a portfolio of strategies using multiple cores and utilizing up to 100% of the CPU.
Multi-Symbol Optimization Optimize trading strategies that process one symbol at a time or multiple symbols at the same time.
Multi-Interval Optimization Optimize trading strategies that process multiple different bar types at the same time.
Multi-Asset Optimization Optimize trading strategies that process multiple symbols from multiple asset classes at the same time.
Optimization Algorithms Optimize the parameters of a portfolio of strategies using a pre-made or custom-made optimization algorithm script, such as Genetics, Monte Carlo and Brute-Force.
Optimization Goals Optimize the parameters of a portfolio of strategies using a pre-made or custom-made optimization goal.
Optimization Parameters Optimize the parameters of multiple trading strategies in a single unified portfolio.
Walk-Forward Optimization Optimize a portfolio of strategies using walk-forward optimization.
Optimization Results View a detailed optimization report which displays multiple performance metrics for each optimization run.
Heat Maps View a heat map that visualizes the optimization results.
3D Optimization Graphs View a 3D optimization graph that visualizes the optimization results.

Multi-Strategy Optimization

Optimize multiple sophisticated trading strategies in a single unified portfolio environment.

Optimization Algorithms

Optimize the parameters of a portfolio of strategies using a pre-made or custom-made optimization algorithm script, such as Genetics, Monte Carlo and Brute-Force.

Optimization Parameters

Optimize the parameters of multiple trading strategies in a single unified portfolio.

Optimization Results

View a detailed optimization report which displays multiple performance metrics for each optimization run.

Heat Maps

View a heat map that visualizes the optimization results.

3D Optimization Graphs

View a 3D optimization graph that visualizes the optimization results.

Scripts

Title Description
Add-On Add-On scripts are used for adding functionality to the platform.
Alert Alert scripts are used for executing custom actions as part of the actions executed by an alert.
Bar Type Bar type scripts are used for building custom bar types that can be used interchangeably with native bar types throughout the platform.
Commission Commission scripts are used for calculating the commission paid to a broker for each order fill, based on the broker's commission schedule.
Discretionary Strategy Discretionary strategy scripts are used for managing a manually entered position.
Drawing Drawing scripts are used for drawing a visual object.
Dynamic Allocation Dynamic allocation scripts are used for systematically redistributing cash between strategies based on their performance or some other heuristic.
Indicator Indicator scripts are used for calculating a series of numerical values.
Multi-Symbol Trading Strategy Multi-symbol trading strategy scripts are used for simultaneously trading a group of symbols.
Optimization Algorithm Optimization algorithm scripts are used to select the script parameter values to be used in the next optimization runs.
Pattern Pattern scripts are used for recognizing and highlighting chart patterns.
Performance Metric Performance metric scripts are used for calculating performance statistics.
Position Sizing Position sizing scripts are used for overriding the quantity of pending orders after those were generated by a strategy.
Risk Management Risk management scripts are used for managing risk by modifying or cancelling trading strategy orders based on portfolio level risk analysis.
Signal Signal scripts are used for generating numeric buy/sell trading signals.
Slippage Slippage scripts are used for simulating market slippage by setting the final execution price of each simulated order fill.
Tax System Tax system scripts are used for calculating and reducing capital gain taxes.
Trading Strategy Trading strategy scripts are used for trading one symbol at a time such that each symbol gets its own strategy instance.

Script Designer

Code scripts directly in our built in script designer

Visual Studio

Code scripts using Visual Studio 2017/2015

Workspaces

Title Description
Multiple Workspaces Create multiple workspaces, each with its own trading tools.
Flexible Workspaces Create a flexible workspace for laying out trading tools in custom sized cells.
Table Workspaces Create a table structured workspace for laying out trading tools in equally sized cells.
Rearrange Workspaces Resized and rearranged a workspace by merging cells, splitting cells and moving trading tools between cells.
Detach/Attach Workspaces Detach workspaces into separate windows or re-attach them to their desktops.
Edit Workspaces Name, delete, load and save workspaces.

Multiple Workspaces

Create multiple workspaces, each with its own trading tools.

Flexible Workspaces

Create a flexible workspace for laying out trading tools in custom sized cells.

Table Workspaces

Create a table structured workspace for laying out trading tools in equally sized cells.

Charts

Title Description
Bar Types Use the following bar types: Ticks, Seconds, Minutes, Days, Weeks, Months, Years, Range, Volume, Momentum, Heikin Ashi, Renko, Kagi, Line Break, P&F, Bid/Ask and various Profile bars.
Chart Styles Use the following chart styles: Box, Candlestick, Candlestick with Trend, Candlevolume, Dot on Close, Equivolume, HiLo, Volume Histogram, HLC, Kagi, Line,Mountain, OHLC, Open/Close, P&F, Volume Profile, Bid/Ask Profile, Delta Profile and Trades Profile.
Chart Trading Trade directly from the chart using its integrated trade pad, draggable pending orders and visible open positions.
Chart Customizations Customize the look and feel of your charts using a very large selection of customizations and settings.
Chart Alerts Set up sophisticated alerts directly from the chart.
Multiple Plots Plot multiple symbols using multiple bar types and chart styles on the same chart.
Drawing Tools Draw more than 65 pre-made drawing tools including Elliott Waves and Gartley, or create your own drawing tool scripts.
Indicators Plot nearly 200 pre-made indicators, or create your own indicator scripts.
Patterns Plot nearly 100 pre-made patterns including many Japanese Candlestick patterns, or create your own pattern scripts.
Signals Plot pre-made signals or create your own signal scripts.

Bar Types

Use the following bar types: Ticks, Seconds, Minutes, Days, Weeks, Months, Years, Range, Volume, Momentum, Heikin Ashi, Renko, Kagi, Line Break, P&F, Bid/Ask and various Profile bars.

Chart Styles

Use the following chart styles: Box, Candlestick, Candlestick with Trend, Candlevolume, Dot on Close, Equivolume, HiLo, Volume Histogram, HLC, Kagi, Line,Mountain, OHLC, Open/Close, P&F, Volume Profile, Bid/Ask Profile, Delta Profile and Trades Profile.

Chart Trading

Trade directly from the chart using its integrated trade pad, draggable pending orders and visible open positions.

Chart Customizations

Customize the look and feel of your charts using a very large selection of customizations and settings.

Chart Alerts

Set up sophisticated alerts directly from the chart.

Multiple Plots

Plot multiple symbols using multiple bar types and chart styles on the same chart.

Watchlists

Title Description
Level 1 Data View streaming real time quotes for each symbol in the watchlist.
Position Details View open position details for each symbol in the watchlist.
Script Columns Add watchlist columns that calculate indicators, patterns and signals.
New Trading Tools Create new trading tools from the watchlist.
Cancel Orders Cancel orders from the watchlist.
Close Positions Close positions from the watchlist.
Alerts Set up sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.

Level 1 Data

View streaming real time quotes for each symbol in the watchlist.

Script Columns

Add watchlist columns that calculate indicators, patterns and signals.

Alerts

Set up sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.

Trade Pad

Title Description
Basic Orders Submit buy and sell orders with a single click.
Advanced Orders Submit advanced orders using a comprehensive order form.
Bid/Ask/Last View View the latest bid, ask and last prices.
Low/High View View the session high and low prices.
Position Details View the quantity, direction, entry price and PnL of the open position.
Close Position Close an open position with a single click.
Cancel Orders Cancel all pending orders with a single click.
Position Reversal Reverse an open position with a single click.
Break Even Create break even orders with a single click.
Discretionary Strategies Set a discretionary strategy to be called when an order it submitted.
Discretionary Strategy View View all running discretionary strategies for the symbol being traded.
Pending Orders View View all pending orders for the symbol being traded.

Basic Orders

Submit buy and sell orders with a single click.

Advanced Orders

Submit advanced orders using a comprehensive order form.

Strategies

Set a discretionary strategy to be called when an order it submitted.

DOM

Title Description
Market Depth View level 2 depth data for up to 10 levels of market depth.
Trade Trade directly from the DOM while viewing orders and positions.
Order Cancellation Cancel orders from the DOM.
Quantity Modification Modify an order's quantity by modifying the existing order or submitting a new one.
Shortcuts Set shortcuts for order entry on the DOM.
Average Prices View the average bid and ask prices being displayed on the DOM.
Cumulative Depth View the bid and ask cumulative depth.
Last Trade View the last trade price and size at the center of the DOM.
Alerts Create sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.

Market Depth

View level 2 depth data for up to 10 levels of market depth.

Trade

Trade directly from the DOM while viewing orders and positions.

Alerts

Create sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.

Time and Sales

Title Description
Streaming Data View streaming level 1 quote data, including bids, asks and last trades.
Alerts Create sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.

Streaming Data

View streaming level 1 quote data, including bids, asks and last trades.

Alerts

Create sophisticated alerts that color rows, color cells, play sound effects, send emails and trigger alert scripts.