- New Futures implemented, ready to back test
- New Balancing for all pairs including Best Fit and Actual fit for Futures and Cross Asset
- New Back test equities but trade them as Contracts for Difference
- New Cross asset-class testing: equities vs future, futures vs forex etc
- New Leverage/margin inputs for all asset classes
- New Walk forward, out-of-sample testing
- New Layering implementation
- New Save strategies & signals then use them to trade directly via Metatrader4
- New New popup that allows to change the Back Tester default values for Amount (Equities), Lots/Contracts (FX/Futures), and Leverage for each instrument type
- New New “Mirror” button that allows in one click to copy and mirror the Y strategy (Entry/Stop Loss/Target) for the X symbol
- Apply any available parameter – or combination of parameters – to define entry, exit, stop loss and targets
- Flexible Boolean logic for multiple combination strategies
- Full text descriptions of strategies as you create them
- Save strategies & signals then use them to trade directly via the Interactive Brokers TWS execution bridge
- Automatically balances pair component cash values in accordance with the fixed beta of the cointegrating equation
- Tune the spread with time-adaptive beta methods (Kalman filter and Double Exponential Smoothing Prediction)
- Continuous or same amount size per trade testing
- Mixed currency handling
- Can report 3 currencies eg a CHF/EUR pair can be reported in USD
- Copy and paste results into 3rd party software like Excel
- Full set of summary statistics for end-of-day tests including Sharpe, Treynor, Stutzer Index, Omega, Sortino, Jensen’s Alpha, skew, kurtosis…and more
- Equity curve for end-of-day back test
