Leverage StrategyQuant’s genetic algorithm to automatically generate profitable strategies.
Simply specify your strategy’s building blocks and constraints, and let StrategyQuant iterate through millions of indicator combinations.
Check out my detailed guide to learn more about genetic evolution in trading.
Use AlgoWizard to transform your trading idea into an algorithm.
No coding required!
Export your strategies to Metatrader, TradeStation, MultiCharts and JForex.
Step-by-step AlgoWizard guide to program a EMA + RSI strategy.
Breeze through out-of-sample testing over multiple markets, timeframes and historical periods.
Realistically simulate transaction costs — spread, slippage, commissions and swap.
Often considered the gold standard in backtesting, walk-forward optimization provides a strict out-of-sample robustness test and helps your strategy adapt to prevailing conditions through periodic reoptimizations.
Check out my video on WFO concepts, settings and performance metrics.
Not sure what WFO settings to use? StrategyQuant’s walk-forward matrix (also called cluster WFO) searches for consistency across multiple WFO settings.
Another popular robustness test, Monte Carlo simulations estimate worst-case drawdowns through repeated random sampling.
Alternatively, randomize your strategy parameters and historical data to detect curve fitting.
Having a hard time optimizing your parameters?
Improve parameter stability by searching for high plateaus in your strategy’s 3-D optimization profile.
Continual improvement is the name of the game.
Identify weaknesses in your strategy using in-depth trade analysis.
There’s no holy grail in trading, but a diversified portfolio of automated strategies comes pretty close. It’s the easiest way to improve your consistency and risk-adjusted returns.
With StrategyQuant, you can easily combine multiple backtests and evaluate your overall portfolio performance.
Selecting uncorrelated strategies is a crucial step in diversifying your portfolio.
With StrategyQuant, you can construct a correlation matrix of your individual strategies’ equity curves.
What if your strategy starts underperforming in real-time?
Should you pause it, trade a smaller size, or a larger one?
Experiment with various equity curve trading techniques to find out!
Money management can’t save a losing strategy, but it can sure destroy a winning one.
Experiment with different money mangement methods without additional programming/backtesting, so you never trade beyond your risk tolerance.
Simulate different backtest scenarios by changing time filters, date ranges, trading limits and more.
Unsatisfied with your trading platform’s backtest report?
Import your report into QuantAnalyzer to access more performance metrics!
Supported platforms include Metatrader, TradeStation, MultiCharts, JForex, NinjaTrader, Dukascopy, Myfxbook and FX Blue.
Are you getting fooled by a lucky sequence of trades?
With Monte Carlo simulations, you can estimate your worst-case drawdowns when trade sequences are altered.
Use the prediction tool to get a conservative estimate of future performance.