• 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

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