Backtesting Engines (Trading Engines)

StrategyQuant X supports exporting trading strategies to multiple trading platforms, each with its own trade execution logic and backtesting behavior. The supported platforms include:

• MetaTrader 4 / MetaTrader 5 – Primarily for CFD trading
• TradeStation – Suitable for futures, stocks, and forex
• MultiCharts – Supports futures, stocks, and forex
• PseudoCode – A human-readable representation of the strategy logic, useful for documentation and manual review

Platform-Specific Differences

Each trading platform has unique rules for handling trade execution, order management, and position control. These differences can lead to variations in backtesting results across platforms. For example, the same strategy might yield significantly different performance metrics on MetaTrader versus TradeStation due to differences in:

• Order execution timing
• Position sizing rules
• Handling of simultaneous open trades
• Slippage and spread assumptions

Important: Always develop and test your strategies using the backtesting engine that corresponds to the platform where you plan to deploy the strategy.

Backtesting Engines in StrategyQuant X

StrategyQuant X includes a switchable internal backtesting engine that can simulate the trading behavior of different platforms. This feature ensures that your strategy is tested in a way that closely matches the target platform’s execution model, improving the reliability of backtest results.

In addition, each engine type can be configured with platform-specific parameters, such as:

• Tick size and precision
• Spread, Slippage and commissions
• Session times and trading hours

To build strategies for Futures, use the TradeStation or MultiCharts engine.

For CFD, use the MetaTrader engine.