Build and backtest trading strategies with transparent execution assumptions.

Create a rule-based trading strategy from supported indicators, backtest it against real historical data on one canonical, deterministic execution engine, inspect the full evidence behind the result, and generate platform code. No hidden execution model, no fabricated metrics.

Try Quant Lite — Free Explore Strategy Library

See how it works Explore Quant Pro

Code Generation

Download MT4, MT5 and Pine Script code

Find the download buttons in the "Code Generation" section of your strategy's results page. Click MT4, MT5, or Pine Script and the file downloads instantly.

MT4 MT5 Pine Script

These open the Builder - build and backtest a strategy, then download the code from its results page.

How It Works

Five steps, start to finish

Build Strategy

Pick indicators, set BUY/SELL conditions, and define stop-loss/take-profit rules.

Select Market & Data

Choose a supported symbol, timeframe, and date range - real coverage is checked before you run.

Backtest

Runs on the canonical, deterministic execution engine against real historical data.

Inspect Evidence

Review metrics, equity curve, the full trade ledger, and the exact assumptions behind the result.

Download Code

Download MT4, MT5, or Pine Script code from the 'Code Generation' section of the results page - test before live use.

Free Features

Everything below is included, free

•Strategy Builder

•10 supported indicators

•Historical backtesting

•Core performance metrics

•Equity curve

•Trade ledger

•Data coverage information

•Execution assumptions panel

•Strategy library

•MT4 code generation

•MT5 code generation

•Pine Script code generation

What this tool does and does not model

Backtest results are historical simulation results and are not a guarantee of future performance. Results depend on the declared execution assumptions below and on the historical data actually available for a given symbol/timeframe/date range - coverage restrictions are real and are shown on every backtest, never hidden.

Quant Lite Execution Model

Execution Model

Quant Lite Canonical Engine

Spread

Time-varying real market spread

Slippage

Not modeled

Commission

Not modeled

Data Source

Legacy market data

Breakeven OFFTrailing OFFPartial Close OFF

Breakeven, ATR trailing, and partial close are frozen off for Quant Lite - this matches the position management (or lack of it) in the MQL5/MQL4/Pine Script code this strategy would generate. Tick-level execution is not modeled; stop-loss and take-profit are resolved with 1-minute precision instead.

Quant Lite is a free, simpler, deterministic research and educational tool - it is not Quant Pro, not institutional research, does not model tick-level execution, and does not guarantee profitability or broker-verified performance. See how it compares to Quant Pro.