BTAnalytics - The Perfect Solution for Trading System Storage and Organization, Backtesting Analysis & Strategy Improvement

Unparalleled backtesting flexibility!

With BTAnalytics you can backtest, make Simulations or Monte Carlo Simulations that include at the same time a lot of instruments of different types, whose base currencies may be different, whose trades belong to several strategies that use different position sizing methods simulated at different time frames, etc.

You can import into BTAnalytics executed trades lists, backtests, trading system information and configuration, position sizing parameters, etc. This process can be easily automated for almost all of the third party software, such that all your generated trades lists or trading systems simulation results are automatically imported into BTAnalytics without the push of a button.

The software uses a visual hierarchical data tree organization, where each of your simulations or executed trades lists is a node. In this way subsequent manipulations can be performed on these data, such as filtering trades, changing slippage settings, perform further simulations, etc.

Whatever your Trading System architecture, BTAnalytics can deal with it.

• Event based or bar loop based.
• Mixed signal generation and position sizing or separated signal generation and position sizing.

BTAnalytics stores both the raw trades lists (generated by the signal generation stage of a trading system) and the sized positions (generated by the position sizing stage), along with a huge amount of generated enlighting analysis information that includes a lot of performance statistics and charts.

Using the BTAnalytics analysis capabilities you will clearly see the flaws and opportunities to improve your trading strategies.

Filtering of trades. The trades lists can be filtered arbitrarily for example to check what would have happen if the system worked only on certain days or hours, remove erroneous trades, outliers, etc. In this way derived strategies can be easily tested.

Changing slippage settings. Derived simulations can be generated for various slippage levels to analyze the slippage impact in the simulation performace.

Applying variable filters. BTAnalytics allows to visually optimize your trading strategies by applying filters to the trades. For example, you can add a filter to your strategies that removes those whose RSI (20) at the time of entry is above 40 or any other filters.

Multiple Strategies can be combined in order to generate Composite Simulations that can be simulated to analyze the combined performance.

This tool allows the creation of trees of strategies of different types, time frames, instruments, etc that can have different money allocation and position sizing methods.

BTAnalytics can also perform Monte Carlo Analysis of trading systems using different position sizing methods.

With Monte Carlo Analysis you can estimate more realistically the chances of your strategies of achieving a given profitability level or for example the amount of drawdown that should be expected for a strategy.

With BTAnalytics you can make Monte Carlo Analysis even on composite strategies.

• Dockable forms architecture supporting multiple monitors configurations.
• Very responsive and interactive charts and plots.
• Grids that allows to filter and group the shown data, select the shown columns, fix columns, export data in almost every existing format, etc.
• Forms whose internal controls can be rearranged to fit the unique needs of different users.

Plugins of different types can be created in order to extend BTAnalytics functionalities:

• Position Sizing plugins, used to develop and test different trade sizing strategies.
• Data Analysis Visualizers (DAVs), used to show different statistics, charts and analysis of the data.
• Studies: Analysis tools that create study nodes in the data tree.
• Derivation Builders, to change the strategies in different ways an create derived strategies.
• Monte Carlo Methods, to test different Monte Carlo trades shuffling and selection methods.
• Data Loaders and Data Feeders: Plugins used to import trading data from a given format used by some 3rd party trading application.

BTAnalytics has a very powerful, blazing fast, backtesting engine that can efficiently backtest and make Montecarlo analysis of trading strategies. The platform supports both 32-bit and 64-bit multicore architectures, enabling it to utilize all of your machine's processors and memory.

BTAnalytics supports Portfolio backtesting with an unlimited number of instruments and trades, with the sole limitation of workstation hardware resources.

All the analysis data generated can be shown in reports and printed.

The data in the visualization tools, charts, plots and grids can be exported in a lot of different formats.