Trading Systems Builder / Backtester
Demos / Slideshows:
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5. Part 1b: Setting up an EoD Screener for Trading Systems
6. Part 2a: Backtesting Algos/ Quants/ Trading Strategies
7. Part 2b: Working with Scan and/or Backtested Reports
8. Part 2c: TS Portfolio — MyFavourite Symbol + MyFavourite CTS
Trading System Builder
— Create/Write and Backtest Algorithms or Quants based on CASL
— Build Custom Trading Systems to Generate Buy/Sell Signals
Algorithms Quants Backtesting Strategy Builder
Write powerful analytical algorithms or quants based on CASL and build custom Trading Systems to backtest or simulate the trading hypothesis or strategy (Buy and Sell signals) on the relevant past data.
A typical backtested custom trading strategy includes ...
Recommendation
Retention Rate
Success Rate
Relative to Buy/Hold Index
Retention Rate
Success Rate
Relative to Buy/Hold Index
Average Win-Loss Ratio
Profit Factor
Return-on-Account
Risk-Reward Index
Profit Factor
Return-on-Account
Risk-Reward Index
The results are then published in a report that is ...
Extremely customizable
Extensively manipulatable
Extremely customizable
Extensively manipulatable
Trading System Backtester —
Detailed Statistics of Buy/Sell Signals Generated by CASL-based Algorithms / Quants / Custom Trading Strategies
Algorithms Quants Backtesting Strategy Builder
The backtested results of Algorithms / Quants / Custom Trading Systems include detailed statistics of automated Buy/Sell signals for an eligible Symbol, from the origin of trading to the present traded day.
The results of backtesting include the following ...
Gross Profit and/or Gross Loss
Net Profit
Retention Rate
Winning Trades and/or Losing Trades
Net Profit
Retention Rate
Winning Trades and/or Losing Trades
Success Rate
Net Profit per Trade
Largest Win per Trade and/or Largest Loss per Trade
Avg Win per Trade and/or Avg Loss per Trade
Net Profit per Trade
Largest Win per Trade and/or Largest Loss per Trade
Avg Win per Trade and/or Avg Loss per Trade
Average Win-to-Loss
Maximum Drawdown
Profit Factor
Return-on-Account
Return Ratio
Maximum Drawdown
Profit Factor
Return-on-Account
Return Ratio
Go back to CASL/Advanced Scanner — Examples
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