Windows · No coding

Backtesting software
for traders who want the truth

AniQuant tests your trading strategies on your own historical data, with real costs and slippage, and then tries to break them: out-of-sample, walk-forward, Monte Carlo and overfitting detection. So you know whether an edge is real before you risk money.

AniQuant backtesting software: equity curve and strategy statistics

Hypothetical results of a backtest on historical data. Past results do not guarantee future results.

What it is

What backtesting software does

Backtesting software applies the rules of a strategy to historical data and tells you what would have happened: every trade, the profit, the drawdown and dozens of statistics. It is the cheapest way to discard bad ideas: they cost a few seconds of computing, not real money.

But a backtest is also the easiest way to fool yourself. With enough attempts, any idea looks good in the past. So what matters is not running backtests, but knowing which ones to believe.

What to ask for

What good backtesting software must have

  • Real costs: commission, slippage and, in forex, spread and swap. Without them, many profitable strategies stop being profitable.
  • Out-of-sample data: a stretch of history the strategy never saw while it was being built.
  • Walk-forward: re-optimise and validate in successive windows, as you would when trading live.
  • Overfitting measures: how many variants were tried, and how likely it is that the best result is just luck.
  • Monte Carlo: what drawdown to expect if the trades arrive in a different order.
  • Survivorship-free data for stocks: including the companies that stopped trading.
How AniQuant does it

A backtest is easy. Confidence is earned.

🧱

Strategies without code

Build rules from indicators, candlestick patterns and conditions, or let the program generate them. If you prefer to write them, there is the AQL language with its editor.

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CPU + GPU engine

Millions of variants in minutes, with identical results on processor and graphics card. The speed lets you test the uncomfortable variations too.

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Costs always included

Commission, slippage, spread and swap are part of every calculation, including large searches. Plus a cost stress test to see how much margin you have left.

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Real validation

Out-of-sample, walk-forward, Monte Carlo, PBO and Deflated Sharpe and a six-test survival test.

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Your data

Import CSV, TXT, TSV, ASC or DAT files from your platform or broker. For US stocks, a survivorship-free universe.

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To your platform

Export to TradeStation and MultiCharts, MetaTrader 5, NinjaTrader 8, ProRealTime, AmiBroker and TradingView. See how.

An honest example

17 million strategies on made-up data

We randomly shuffled the days of the S&P 500 futures until no exploitable pattern was left, and set the generator loose. It found strategies with beautiful curves… on a market that does not exist. Only a period kept under lock and key, out of sample, gave them away.

That is what AniQuant is for: backtesting software that does not help you tell luck from edge is a machine for manufacturing illusions.

Read the full experiment →

Who it is for

Built for traders who research

Independent and professional traders, trading firms and quantitative analysts who want to test ideas with method before trading them.

AniQuant gives no signals and does not trade for you: it is a research lab. What you do with your findings is up to you.

And if you want the full method, the book «AniQuant: Applied Quantitative Research» explains it step by step.

FAQ

About backtesting with AniQuant

What is backtesting software?

It is software that applies the rules of a trading strategy to historical data and calculates what would have happened: trades, profit, drawdown and statistics. It lets you discard bad ideas before risking money, provided it includes real costs and out-of-sample tests.

Do I need to know how to code?

No. Strategies are built from blocks (indicators, candlestick patterns and conditions) or generated by the program itself. If you prefer to write them by hand, there is the AQL language with its own editor.

What data do I need?

Your own. AniQuant imports CSV, TXT, TSV, ASC and DAT files (for example, exports from TradeStation or your broker) and converts them to a fast format designed for millions of bars. For US stocks it can download the history with your own data subscription. How to import data.

Does a good backtest guarantee profits?

No. A backtest describes the past. That is why AniQuant includes out-of-sample tests, walk-forward, Monte Carlo and overfitting measures: to estimate whether an edge is real or luck. Even then, there are no guarantees about the future.

Can I take the strategy to my platform?

Yes. AniQuant exports strategies to TradeStation and MultiCharts, MetaTrader 5, NinjaTrader 8, ProRealTime, AmiBroker and TradingView (Pine Script).

How much does it cost?

The trial is free for 14 days, with every module. The licence is perpetual: one payment, or twelve monthly payments, with one year of updates and support included. See pricing.

Test your ideas before your money

14-day free trial, with every module.

⬇ Download AniQuant

Strategy Lab · Robustness Suite · AQ Genesis