Only the author understands the code
Review is slow, and key-person risk is high.
For hedge funds
Your value is in your ideas, not in how hard your code is to follow. AlgoBarsX makes a strategy short enough to review in a meeting, and exact enough to run.
Review is slow, and key-person risk is high.
Different machines, different data handling, different answers.
What was approved is not quite what is trading.
A strategy fits on a screen. The compiler also writes it out in plain English for PMs, risk and investors.
Read more about reviewable strategiesSame script, inputs and data give the same result, to the last digit. Every run is kept with its code.
Read more about tests you can repeat24 numbered rules set out how every order fills. Careful when unsure: the stop wins.
Read more about written fill rulesThe live runner places stops and sizes trades the way the test did. A trade exists only once the broker confirms it.
Read more about same code, test to liveMany markets in one strategy, plus correlation, covariance, beta and matrix functions.
See the exampleSealed files and versioned libraries for sharing between teams or with partners.
Read more about protect your workOne strategy can read and trade several markets. This excerpt sets up a pairs trade between two currency pairs.
strategy "EURUSD and GBPUSD Mean Reversion"markets: EURUSD, GBPUSDbars: 1hmax_open: 2input lookback = 200input entry_z = 2.0input exit_z = 0.5eur = bars(EURUSD)gbp = bars(GBPUSD)hedge = beta(returns(eur.close), returns(gbp.close), lookback)No. Fills carry no spread, commission, fees, swaps or slippage. Treat results as a clean upper reference and add your own cost model.
AlgoBars links to accounts on MetaTrader 4, MetaTrader 5, cTrader and Interactive Brokers. See the AlgoBars brokers page.
Ask us. Today it runs on the AlgoBars platform.
The language works and passes 678 tests on every build. It is still being improved, so some syntax and features may change. Plan for that.
A live walk-through, then free accounts for your team to test real work.
Talk to usOr create a free account and try it yourself
Trading is risky. You can lose money. It is not right for everyone.