Charts
- Fast OpenGL rendering
- Up to 7 panes per chart, and ability to move them
- Bar styles: Candlestick, HLC, HLOC, Close, High & Low
- Arithmetic and logarithmic price scale
- End-of-day time frames: 1 day, 1 week, 1 month, 1 year
- Intraday time frames: 1 minute, 2 minutes, 5 minutes, 10 minutes, 15 minutes, 30 minutes, 1 hour (SystemTrader Intraday only)
- Real-time update (SystemTrader Intraday only)
- 50+ built-in technical indicators, including ADX, Aroon Oscillator, ASI, ATR, Average Price, Bear & Bull Power, Bollinger Bands, Bollinger Bands Width Index, CCI, Chaikin's Volatility, Channel, CMO, DEMA, DMI, EMA, EMV, Enveloppe, Fast Stochastics K & D, KO, MACD, Median Price, NMO, NVI, OBV, PI, PVI, Q-stick, Range indicator, RMI, ROC, RSI, RVI, RWI, SAR, SD5, Signed Volume, Slow Stochastics K & D, SMA, Stochastic RSI, Swing Index, TEMA, TRIX, Typical Price, Ultimate Oscillator, Volume Accum, William %R, WMA, WVAD
- Ability to display any custom indicator (see Custom indicators)
- Indicator styles: curves (Moving averages), dots (SAR), vertical bars
- Custom conditions and alerts, displayed either with a sign above each bar or as "paint bars" (i.e. a bar take a specific color when the condition is true)
- Drawing tools: Segment, Ray, Trendline, Horizontal line, Vertical line, Channel, Rectangle, Triangle, Zig-zag, Arrow, Fibonacci levels, Andrew's fork
- Customizable colors: background, candlesticks, volume, indicators...
- Ability to set any level of zoom with the zoom-in and zoom-out buttons, the zoom box functionality or by drag-and-dropping the horizontal and vertical scales
- Text annotations
- Undo and redo
- One chart saved for each tickers
- Unlimited number of chart templates that can be edited, saved and applied to any ticker
- Print support
- Automatic refreshing
Watchlists
- Built-in columns: Symbol, ISIN, Company name, Exchange name, Exchange symbol, Data source, Today's and yesterday's Open, High, Low, Close/Last, Volume, Price variation, % Change, Date
- Ask, Bid, Ask size, Bid size (SystemTrader Intraday only)
- Ability to add any custom indicator, condition or alert
- Column-based sorting
- Customizable layout: ability to add, remove, resize, drag and drop columns
- Unlimited number of watchlists and sub-watchlists
- Automatic update of data
Stock screening
- Screenings based on any built-in or custom condition, indicator or combination
- Optimized speed: scan 1000 tickers in less than 3 seconds on an average computer
- Visual assistants to create simple screening conditions
- TSL language to set criterions of unlimited complexity
- Real-time data: scan tickers dynamically, as they evolve (SystemTrader Intraday only)
- Ability to save screening and sorting formulas for each watchlist
Portfolio tracking
- Trades entered individually (supports positions which have more than one single entry trade and one single exit trade)
- Trade properties: ticker symbol, time, direction (long or short), number of shares, fill price, commission, currency rate, trade notes
- Automatic processing of current and closed positions from trades
- Position properties: entry time, direction, entry shares, current number of shares, entry price, last price, price variation, market value, unrealized P/L, realized P/L, total P/L, commissions, Price MAE (Max Adverse Excursion), Price MFE (Max Favorable Excursion), % MAE, % MFE, duration
- Automatic processing of performance curves from trades and historical data: equity, drawdown, runnup, investment, profits, ROI, gross profit, gross loss, profit, and bar charts: MAE, MFE, Gains
- Automatic processing of dozens of result statistics: average/max/min ROI, average/max/min profit, max drawdown, profit factor, % profitable, average winner/average loser, risk, % time in market, T-Statistic...
- Automatic update of positions, performance curves and statistics
- Automatic download of the historical data needed
Custom indicators
- Indicator types: price indicators, oscillators and conditions
- Unlimited number of custom indicators and ability to save them in folders
- Easy to use visual assistants to design simple indicators and conditions
- Powerful TSL language, based on Python, to design advanced indicators :
- Very clear, readable syntax
- No variable declaration
- Dynamic language
- Math functions : sum, min, max, average, cos, sin, log.. etc
- New keywords and functions to create indicators: Price, Open, High, Low, Close, Volume, Date, Periods, crossOver, crossBelow, params... - Parameters to make indicators customizable
- Automatic chart update when a custom indicator is edited
- Recursive indicators (e.g. Exponential Moving Average)
- Access to the TSL code of every built-in indicator provided
Custom trading systems
Every feature listed for custom indicators is also available to create custom trading systems, with the following additional features:
- Trading-system specific entry functions (enterLong, enterShort) with ability to set a specific stop-loss, trailing-stop, take-profit and position size
- "Position" object to access any status and performance information about the current position and its trades
- Ability to programmatically exit a position or change its stop-loss, trailing-stop, take-profit and size
- Meta-systems: ability to execute trading systems from within another trading system
Backtesting
- Assistant to customize backtest parameters
- Portolio level backtesting with an unlimited number of tickers
- Extremely fast execution
- Virtual brokerage account customization: Initial equity, Maximum leverage, Margin call, commission, % commission
- Default position size, stop loss, take profit, trailing stop
- Performance curves: equity, drawdown, runnup, investment, profits, ROI, gross profit, gross loss, profit
- Bar charts: MAE, MFE, Gains
- Dozens of result statistics: average/max/min ROI, average/max/min profit, max drawdown, profit factor, % profitable, average winner/average loser, risk, % time in market, T-Statistic...
- List of all positions entered during the backtest
- List of all executed orders
- List of open orders at the end of the backtest
- Backtest console
- Saving of an unlimited number of backtests
Data access
- Supported data providers:
- Interactive Brokers (SystemTrader Intraday only)
- Yahoo! Finance
- MSN Money Central
- Google
- Finam (FOREX) - Access to thousands of stocks from the simple and easy to use ticker tree
- Automatic historical data download as needed
- Automatic stock-split adjustments (Yahoo! Finance only)
- Manual stock-split entry
- Ability to edit historical data
- Parallel downloads for faster data fetching
