Strategy Lab
Where trading ideas earn their place
A complete pipeline for developing, testing, and validating strategies. Ideas enter as hunches and leave as evidence — or they don't leave at all.
The strategy pipeline
- 01
Develop
Build rules for entries, exits and filters in the Strategy Designer, or start from a shipped or community strategy. No code required.
- 02
Backtest
Run the strategy against historical market data and get a report of every trade.
- 03
Optimize
Sweep parameters on a grid or with AI assistance, and see how sensitive results are to each knob.
- 04
Compare
Put saved presets side by side, and check results against a baseline.
- 05
Validate
Walk-forward, out-of-sample and multi-symbol checks, plus an overfitting warning, flag curve-fit strategies before you trust them.
- 06
Promote
Save what holds up as a preset and run it in Paper mode — and later, if you choose, live.
Backtesting
History is the cheapest teacher you'll ever hire
Test strategies against historical market data: Schwab price history for stocks (or TAAPI.io), and Alpaca or public exchange data for crypto.
Every backtest produces a report with its trades and the statistics that matter. One backtest is a first look, not a result.
Optimization
Tune parameters — and see when you're fooling yourself
Sweep parameter ranges and see how performance changes. Stable plateaus suggest robustness; sharp isolated peaks suggest you found noise, not signal. The optimizer flags overfitting risk, and winning parameters are never applied until you review and save them.
Validation
Out-of-sample honesty, built in
Walk-Forward Validation backtests the same parameters across time segments and compares the held-back final segment with the rest, so one lucky period can't fool you. Multi-symbol validation checks that the edge isn't one lucky ticker.
Start free. Learn first. Trade when ready.
Practice with simulated orders on a free 12-month paper-trading license: one per email address, no card required. Windows, macOS & Linux.