Backtesting

Accurate backtesting that doesn't lie to you ensures your strategies are profitable. Trade Navigator uses a proprietary buyer / seller algorithm called PrecisionTick to determine if each tick was initiated by a buyer or seller. Using that information, Trade Navigator is able to accurately determine if your order would have actually executed depending upon whether you are attempting to buy or sell. Most platforms just look at the tick price and backtest based upon the price. But in the real market, prices are determined by buyers who tend to buy near the ask, and sellers who tend to sell near the bid. Trade Navigator accurately considers the bid / ask spread and not just the tick price when backtesting. This gives you accurate results so that you won't be surprised when you start live trading your strategies.

Accurate execution prices on market orders. When it comes to market orders, including stop orders, Trade Navigator's backtesting accurately prices your sell orders at the bid and your buy orders at the ask, instead of the last price. This provides real market results so that you aren't surprised once you start live trading. While most platforms enter stop orders at the last tick price once a stop limit is reached, Trade Navigator accurately prices your stop order at the bid. The difference between the bid and last price often means the difference between a profitable strategy and a losing strategy. With other platforms, you might think your strategy is profitable, only to lose money when you start live trading. With Trade Navigator, you'll know before you invest a dime whether your strategies are profitable or not.

No platform on the planet provides more historical tick data than Trade Navigator. Trade Navigator provides over 10 years of tick data and over 100 years of end of day data, allowing you to perform the most extensive backtesting of any platform. When algo trading, it's important know that your strategies will remain profitable for years to come. Just because your strategy was successfully backtested with 1 or 3 years worth of data doesn't mean that your strategy would have been profitable 8 or 10 years ago. Knowing that your strategy would have been profitable going back 10+ years is important because the market is cyclical, and what worked last year may not work next year. By backtesting your strategies with over 10+ years of data, you'll have more confidence that your strategies will be profitable no matter what kind of market you are trading in.