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Build, Test & Automate
Create trading strategies with our visual builder or code editor. Backtest against historical data. Deploy automated bots across multiple brokers with full risk management.
Strategy Workflow
Build Strategy
Use the visual builder or code editor to define entry/exit rules, indicators, and conditions.
Backtest
Run your strategy against years of historical data. Analyze Sharpe ratio, max drawdown, and win rate.
Optimize
Fine-tune parameters with walk-forward optimization and Monte Carlo simulation.
Deploy Live
Deploy to connected brokers with risk management, position sizing, and kill-switch controls.
How To Build Indicators & Signals Correctly
Follow this production-ready workflow to keep entry and exit logic synchronized across chart preview, backtest, and deployment.
Set Strategy Particulars
Define name, tags, and a clear objective for your strategy before adding conditions.
Choose Symbol & Timeframe
Pick broker, instrument, and timeframe first. Keep timeframe consistent while testing.
Configure Position Sizing
Use fixed quantity or capital %, then set max open positions to control exposure.
Build Entry Signal
Add one trigger indicator, then optional confirmations. Example: SMA(50) crossesAbove SMA(200).
Build Exit Signal
Always define exits: signal-based conditions plus stop loss / take profit to avoid stuck positions.
Run Backtest + Forward Test
Validate over multiple date ranges, then compare train/test consistency to avoid overfitting.
Deploy Safely
Start in paper mode, monitor bot summary and positions, then switch to live once stable.
Code Custom Strategies
Write strategies in TypeScript with our SDK. Access OHLCV data, indicators, and order management APIs. Full IntelliSense support with type definitions.
- TypeScript/JavaScript strategy SDK
- 50+ built-in indicator functions
- Event-driven architecture (onBar, onTick, onOrder)
- Risk management primitives (stop-loss, take-profit)
- Detailed backtest reports with equity curves
// QuaTick Strategy — EMA Crossover
import { Strategy, Indicator } from '@quatick/sdk';
export class EMACrossover extends Strategy {
emaFast = new Indicator.EMA({ period: 9 });
emaSlow = new Indicator.EMA({ period: 21 });
onBar(bar) {
const fast = this.emaFast.value;
const slow = this.emaSlow.value;
if (fast > slow && this.position === 0) {
this.buy({ qty: this.calculateSize(bar.close) });
this.setStopLoss(bar.close * 0.98);
this.setTakeProfit(bar.close * 1.04);
}
if (fast < slow && this.position > 0) {
this.sell({ qty: this.position });
}
}
}Backtest Results
+127.4%
Total Return
2.14
Sharpe Ratio
-8.3%
Max Drawdown
64%
Win Rate
2.8
Profit Factor
Automation & Execution
Everything you need to go from idea to live deployment
Rule-Based Automation
Define entry, exit, and risk rules. QuaTick executes automatically.
Risk Management
Stop-loss, take-profit, trailing stops, max daily loss, and position limits.
Multi-Broker Execution
Deploy the same strategy across Zerodha, Fyers, Angel One, Upstox, Binance and more simultaneously.
Live Monitoring
Real-time dashboard showing strategy performance, fills, and active positions.
30+ Performance Metrics
Sharpe, Sortino, CAGR, max drawdown, win rate, profit factor, and more.
Strategy Marketplace
Browse community strategies or publish your own for others to use.
Automate Your Trading Edge
Build, backtest, and deploy strategies — all from one platform.
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