Robustness
Monte Carlo to see the spread of outcomes, walk-forward so you never tune on the same stretch you evaluate, and parameter sensitivity to know whether the edge is real or a spike.
Quant
The whole flow of a quantitative strategy.
From the data to the execution: real price history, your signal in Pine Script, a backtest that never sees the future, risk numbers you can audit, and the exit to your broker. All on the same engine.
The five stages, one by one.
Nothing here is a black box: every stage says what it used and what it did.
- 01Data
Real history, minute by minute: M1 from 2003 on XAUUSD and forex, plus Binance spot pairs and USD-M perpetuals. No synthetic feed, no filler candles.
- 02Signals
Your strategy, in the subset of Pine Script Deepwick runs. If it compiles in Pine it compiles here: same syntax, same functions.
- 03Backtest
Bar by bar, with no lookahead: every order fills on the next open, stop and target walk the path inside the bar. With the real spread, slippage and commission.
- 04Risk
Net profit, profit factor, win rate, max drawdown, Sharpe and Sortino, buy & hold and exposure. Then Monte Carlo, walk-forward and parameter sensitivity.
- 05Execution
When the signal passes your filter it goes on its own: alerts to Telegram, Discord or email, and a webhook to your broker or your terminal.
Quant
What you can measure
The same backtest answers different questions without rewriting the strategy.
Optimization
Parameter sweeps on the same engine, with the cost inside the calculation. What wins the sweep still has to survive the walk-forward.
Risk
Loss distribution, not just the final number: where the drawdown concentrates, how much a worst streak costs and how much of it the spread explains.
Test your ideas before the market does.
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