Not sure when to enter or exit trades? Read our Market Timing Secrets.
Our Day Trading Strategy Tester offline functionality lets you evaluate your strategy at any time – regardless of whether the market is open or not.
The tester uses historical data to simulate the market on demand. The Tester renders each price quote according to its original timestamp (with up to 1 ms accuracy). So, market modeling quality is 100%.
To develop and research your trading strategy, the Tester provides an inbuilt C++ environment.
You can edit, compile and run your code in the Tester, without need to install any other IDE. The Tester provides trading interfaces between the C++ strategy and the Tester engine.
The tester has a zoom-in function that lets you investigate any trade or market action with a single quote accuracy.
In addition, the Tester can simulate the delay in the trading server responses. When you trade over the Internet, the delay can reach hundreds of milliseconds, whereas the price can experience much faster changes.