Strategy backtesting is the only way to see if your strategy works or not for a past period of time. Backtesting software simulates your strategy on historical data and provides backtesting reports, statistics and charts, which allow you to conduct proper trading system analysis.
Forex Strategy Builder Professional is designed to perform backtests as reliable as possible. The program uses the most modern and sophisticated techniques to guarantee a reliable result.
The program is so fast that it offers the world's only realtime backtesting. It means that when you change a strategy parameter, you see the result immediately. No “Calculate” buttons and no waiting.
Forex Strategy Builder Professional calculates all strategy indicators, performs a backtest on the whole data series you have provided and calculates all account statistics for less than a second.
Forex Strategy Builder Professional's backtester is one of the most reliable in the world. It applies a number of techniques to calculate the strategy backtest as if it was traded in the real market.
The program offers several methods of interpolating the historical data at every single bar. You can choose one of them, however, the program always starts with the “Pessimistic” method. It guarantees that the program will show the less profitable result even if there is another variant. If you see a smoothly rising balance line on a “Pessimistic” calculation, you can be sure that no missing data or specifically arranged orders may affect the results.
Does other backtesting software tells you about your ambiguous calculations during a backtest? Forex Strategy Builder Professional does that and even more, it counts all bars where the backtest is not 100% definite. We call such bars “Ambiguous” and they are shown in the report right in front of you.
You can define “Acceptance Criteria” - a set of statistical parameters that a strategy must comply with. You see in real time if the parameters are passed or not.
The program shows dozens of statistical parameters in real time: Profit per day, Sharpe ratio, System quality number, Win/loss ratio…
Forex Strategy Builder Professional is a product released after more than 10 years of experience in building and calculating strategies. The backtesting algorithm is designed in a way to calculate the output considering all possible factors. As independent developers and traders, we give you full control over those factors. You can customize all instrument's charges as spread, slippage, long and short swap rates, commissions and other parameters.
You have also full control over the market data sources and ranges. You can choose the start and end date of the data series, the number of bars used, calculations on weekend data, filling data gaps and so on.
Precision matters. Forex Strategy Builder Professional does everything possible to calculate a reliable result. It uses all the data from the current period going as low as M1 bars and even tick data if available.
The best part is that the calculation against all data series is as fast as if we were calculating using only data series. It is possible because the backtesting algorithm uses the shorter data only when the main data does not provide sufficient information. It may happen for only several bars from the data series.