AlgoTerminal is an advanced broker-neutral trading platform with high-end tools for both automated and discretionary trading of equities, futures and forex.


Overview


Automated Trading

Trade a portfolio of sophisticated equities, futures and forex trading strategies using your preferred data and brokerage providers.

Backtesting

Backtest a portfolio of trading strategies on historical market data and view simulated performance results for those strategies.

Optimization

Optimize your portfolio’s performance on historical market data by optimizing the parameter values used by your trading strategies.

Charting

Use beautiful feature rich charts for trading, technical analysis and strategy development.

Discretionary Trading

Follow the markets and trade directly from your charts, watchlists, trade pads, time and sales, price ladders (DOM) and blotters, using multiple workspaces on multiple monitors.

Scripts

Develop your trading strategies and algo orders, as well as 16 other types of scripts using C#, F# and VB.NET (Python support coming soon).


Automated Trading


Multi-Strategy Trading

Trade multiple sophisticated strategies from a single unified portfolio environment.

Multi-Symbol Trading

Trade strategies that process one symbol at a time or multiple symbols at a time.

Multi-Interval Trading

Trade strategies that process multiple different bar types at the same time.

Multi-Asset Trading

Trade strategies that process multiple symbols from multiple asset classes at the same time.

Supported Asset Types

Trade equities, futures and forex.

Supported Bar Types

Trade custom bar types as well as native bar types, such as: Ticks, Seconds, Minutes, Days, Weeks, Months, Years, Range, Volume, Momentum, Heikin Ashi, Renko, Kagi, Line Break, P&F, Bid/Ask and various Profile bars.

Complex Event Processing

Trade strategies that use multiple events such as OnBarUpdate, OnOrderUpdate, OnPositionUpdate, etc.

Performance Monitoring

Monitor your portfolio’s performance via streaming charts, order tables, position tables and real time performance metrics, among others.


Backtesting


Portfolio Backtesting

Backtest an entire portfolio of strategies that trade multiple symbols from multiple exchanges in multiple time zones using multiple asset classes, bar types and order types.

Blazing Fast Backtesting

Backtest a portfolio of strategies using multiple cores and utilizing up to 100% of the CPU.

Large Datasets

Backtest huge data sets by specifying whether market data should be loaded into the RAM or read from the disk.

Performance Summary

View an extensive summary that includes over 70 performance metrics.

Period Breakdown

View multiple performance stats for every period traded by the strategies (yearly, monthly, weekly, etc).

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 %.

MAE Distribution

View a Maximum Adverse Excursion distribution that displays various performance stats for every MAE %.

MFE Distribution

View a Maximum Favorable Excursion distribution that displays various performance stats for every MFE %.

Performance Graphs

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


Optimization


Portfolio Optimization

Optimize the parameters of an entire portfolio of sophisticated strategies.

Optimization Algorithms

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

Optimization Goals

Optimize the parameters of a portfolio of strategies using pre-made or custom-made optimization goals.

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.


Charting


Chart Styles

Plot 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.

Integrated Trading

Trade directly from your charts using integrated trade pads and order management features.

Customization

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

Alerts

Set and manage alerts directly from your charts.

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, or create your own drawings.

Indicators

Plot nearly 200 pre-made indicators, or create your own indicators.

Patterns

Plot nearly 100 pre-made patterns, or create your own patterns.

Signals

Plot pre-made signals, or create your own signals.


Discretionary Trading


Workspaces

Arrange your trading tools on multiple workspaces and monitors.

Charts

Trade directly from feature rich charts while using dozens of chart styles and hundreds of indicators, patterns, signals and drawing tools.

Watchlists

Follow the markets using sophisticated real time watchlists.

Trade Pad

Trade algo and exchange orders from our easy to use trade pads.

DOM

Trade futures and other asset classes from our level 2 price ladders.

T&S

View streaming bids, asks and last trades.

Tables

Follow orders, trades and positions using highly customizable tables.


Scripts


.NET Programming

Write your scripts and strategies in Microsoft .NET Framework 4.6 using C#, F# and VB.NET (Python support coming soon).

18 Script Types

Write 18 different types of scripts to customize every aspect of your algorithmic trading.

IDE

Write your scripts directly from our Integrated Development Environment or use Microsoft Visual Studio.

Add-On

Add-On scripts are used for adding functionality to the platform by allowing custom code to be triggered manually from its trading tools.

Alert

Alert scripts are used for executing custom actions as part of the actions executed by an alert.

Algo Order

Algo Order scripts are mostly used for executing sophisticated buy and sell orders for the purpose of maximizing or minimizing order execution price.

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 executed order, based on the broker's exact commission schedule.

Drawing

Drawing scripts are used for drawing a visual object on a chart or as part of another script's implementation (such as a Trading Strategy script).

Dynamic Allocation

Dynamic Allocation scripts are used for systematically redistributing cash between desktop strategies based on their performance or some other heuristic.

Indicator

Indicator scripts are used for calculating a series of numerical values based on the price, volume and open interest of an underlying symbol.

Multi-Symbol Trading Strategy

Multi-Symbol Trading Strategy scripts are used for simultaneously trading a group of symbols from a single strategy instance.

Optimization Algorithm

Optimization Algorithm scripts are used to control the optimization process.

Pattern

Pattern scripts are used for recognizing and highlighting chart patterns based on the price, volume and open interest of an underlying symbol.

Performance Metric

Performance Metric scripts are used for calculating performance statistics similar to those in the Performance tab of the desktop / portfolio.

Position Sizing

Position Sizing scripts are used for overriding the quantity of pending orders after those were generated by a Trading Strategy script.

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 based on the price, volume and open interest of an underlying symbol.

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 the capital gain taxes created by the strategies.

Trading Strategy

Trading Strategy scripts are used for trading one symbol at a time such that each symbol gets its own strategy instance.


Supported Data and Brokerage Connections


Data Connection SDK

Connect the platform to any data service using our Connectivity SDK. (Approx. one month of R&D)

Brokerage Connection SDK

Connect the platform to any brokerage service using our Connectivity SDK. (Approx. one month of R&D)

Interactive Brokers

Connect to IB for both data and brokerage services.

FXCM

Connect to FXCM for both data and brokerage services.

DTN/IQFeed

Connect to the DTN/IQFeed data service.

ASCII/Text

Import historical tick, minute and daily bars from text files in a variety of formats.