Features

Our platform's main features

Automated Trading

Title Description
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: 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, etc.
Performance Monitoring Monitor your portfolio’s performance via streaming charts, order tables, position tables and real time performance metrics, among others.

Backtesting

Title Description
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

Title Description
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

Title Description
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 orders 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 drawing tools.
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

Title Description
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

Title Description
.NET Programming Write your scripts and strategies in .NET Framework 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.

Data and Brokerage Connections

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