Key features

Four working modes: Build, Retest, Improve, Optimize create strategy, retest on different symbol or timeframe, improve it by adding/replacing its parts, optimize it    Robustness Tests with Monte Carlo analysis reduces the risk of curve-fitting to historical data, increases strategy robustness
Powerful filtering capabilities enables you to configure the properties of your desired strategy, such as profit, drawdown..    Build-in Walk-Forward Optimizer with unique Walk-Forward Matrix analyze strategy performance during periodical reoptimizations, choose the best reoptimization frequency
Support for over 40 technical indicators and price patterns Indicators, Price values, Candle Patterns, Operators, Time values, predefined Simple rules    4 Entry types, 7 Exit methods, adaptive Stop Loss Enter at Market, Stop, Limit, Reverse. Adaptive SL and PT, Trailing stops.

Other features

Fast Backtester with multi-core support and support for real tick data

very fast backtester that can test the strategy on a historical data in a matter of miliseconds

In Sample and Out of Sample Testing

With StrategyQuant you have the ability to divide the history data to In Sample and Out of Sample parts.

The program can evolve the strategies on a given portion of data (in sample) - each resulting strategy is essentialy a hypothesis whose performance is confirmed or rejected by test on the rest of the data set (out of sample).

3 data parts approach

An optional feature allows to divide the history data to three parts - training, validation, out of sample. Dividing data to three parts allows us to control the evolution better. By comparing performance on Training vs Validation part we can decide to restart the evolution to avoid wasting time on evolution going nowhere.

Optimizer with Walk-Forward and Matrix analysis

Build-in optimizer with support for walk-forward analysis and walk-forward matrix analysis. Now you can optimize your strategies in SQ.
With Walk-Forward optimization you can verify if periodical optimization would have positive effect on strategy performance and with WF Matrix you can find the best optimization period as well as test the strategy for robustness.

Supported Data and Timeframes

StrategyQuant can work with virtually any data (forex, stocks, ETFs, Metals).
It was developed to be compatible with MetaTrader/NinjaTrader™, it supports the same timeframes that are available in MetaTrader: M1, M5, M15, M30, H1, H4, D1 and all timeframes supported in NinjaTrader/Tradestation.

The flexible Data Manager import function can import data in virtually any text format, including MetaTrader, NinjaTrader or Tradestation format, you can thus easily import the history data from your trading platform into StrategyQuant.

The program supports import of real tick data and run backtests on tick data (only for MetaTrader4).

3D Charts for optimization and Walk-Forward Matrix

3D chart is a visual representation of how the strategy's parameters affect its trading performance. The 3D graph reveals the most robust parameter zones, and is a great tool for avoiding over-optimization (curve-fitting).

Strategy Editor

allows to edit a strategy generated by StrategyQuant or create a new one from scratch using a easy-to-use wizard.

Custom Indicators *

possibility to use your favorite indicators in your strategies without the need for them to be build-in StrategyQuant.

* custom indicators work in a way that you have to export the values of the indicator computed on a specific symbol and timeframe in MetaTrader4/NinjaTrader/Tradestation to a data file, and then import this file as a custom indicator to StrategyQuant.
This offers almost infinite flexibility and enables user to use virtually any of his favorite indicators in StrategyQuant.

Configurable Risk-Reward Ratio for SL/PT

User can decide to define the boundaries for desired Risk - Reward Ratio, to produce strategies that match these boundaries.

Export to MetaTrader Expert Advisor (in MQL4)

Generated strategies can be exported as a MetaTrader Expert Advisor source code, ready to be traded in the MetaTrader.
There are no hidden or protected parts, it contains fully readable source code.

Export as NinjaTrader NinjaScript strategy (in C#)

Generated strategies can be exported as a NinjaTrader NinjaScript strategy with full source code, ready to be tested or traded in NinjaTrader.
There are no hidden or protected parts, it contains fully readable source code.

Export as Tradestation EasyLanguage strategy

Generated strategies can be exported as a Tradestation EasyLanguage strategy with full source code, ready to be tested or traded in Tradestation.
There are no hidden or protected parts, it contains fully readable source code.

Export to Pseudo code *

As additional option, the trading strategy rules can be exported to a pseudo code - human readable description of trading rules, which allow you to trade the strategy manually, or implement it in the language of your choice.

Databank & Strategy results

Databank is a storage of generated strategies. You can configure it to keep the 20, 100 or 500 best strategies that will emerge during the random generation or during genetic evolution.

Results of the strategy tests are clearly visible including the Profit/Loss chart, list of trades and result overview.

Two build modes

Genetic Evolution
the full mode. StrategyQuant first generates initial population of random candidates and them uses genetic evolution process to evolve the population and to produce better and better candidates with each generation.
The process ends when predefined number of generations is reached or when there's no further improvement.

Random Generation
in this mode SQ continually generates and tests new random strategies, without using genetic evolution. The best candidates (based on predefined criteria) are stored into Databank so you can review them later.


Supported Indicators and Building Blocks *

Indicators
  • Simple Moving Average
  • Exponential Moving Average
  • Triple Exponential Moving Average
  • Weighted Moving Average
  • Commodity Channel Index (CCI)
  • Relative Strength Index (RSI)
  • Momentum
  • Stochastic
  • Bollinger Bands
  • Keltner Channel
  • * Custom Indicators
  • Williams % Range
  • MACD
  • Parabolic SAR
  • Linear Regression
  • Qualitative Quantitative Estimation (QQE)
  • Average Directional Movement Index (ADX)
  • Average True Range (ATR)
  • True Range
  • Price Difference
  • Highest, Lowest
  • Ichimoku

Price Values
  • Open
  • High
  • Low
  • Close
  • Open Daily
  • High Daily
  • Today Open
  • Pivots
  • Heiken Ashi Open
  • Heiken Ashi High
  • Heiken Ashi Low
  • Heiken Ashi Close
  • Low Daily
  • Close Daily
  • This Bar Open

Candle Patterns
  • Doji
  • Hammer
  • Bullish Engulfing
  • Shooting Star
  • Dark Cloud Cover
  • Piercing Line
  • Bearish Engulfing

Operators
  • Greater
  • Lower
  • Crosses Above
  • Crosses Below
  • And
  • Closes Below
  • Addition (+)
  • Subtraction (-)
  • Multiplication (*)
  • Equals
  • Not Equals
  • Closes Above

Time Values
  • Hour
  • Minute
  • Day of Week

Predefined conditions
  • Close Above/Below Bollinger Band
  • Close Above/Below Parabolic SAR
  • Short Term RSI Above/Below 50
  • Short Term Stochastic Above/Below 50
  • Short Term CCI Above/Below 0
  • MACD Above/Below 0
  • Volume Above/Below Average
  • Long Term RSI Above/Below 50
  • Long Term Stochastic Above/Below 50
  • Long Term CCI Above/Below 0
  • Volume Above/Below Average

* we are continually adding new technical indicators and other features to the Builder.

StrategyQuant v. 3.8

  • Lifetime license with all future upgrades for free
  • Possibility to generate unlimited number of trading strategies
  • Simple export to MT4 EA, NinjaTrader™ C# or Tradestation™ EasyLanguage
  • Access to private community forum