Deeply Customizable System Testing & Risk Modeling
Signalator's strategy testing framework is designed for professional-grade research, where flexibility, precision, and transparency are essential. The platform supports deep, multi-layer customization across every stage of strategy definition, execution, and evaluation—far beyond standard backtesting tools.
Professional-Grade Strategy Testing Framework
Built for research teams and professional traders who require depth, precision, and full traceability in strategy evaluation.
Strategy Design & Configuration
CoreConfigure systems through basic, global, and advanced settings, with support for bespoke and proprietary indicators. Test strategies exactly as intended, without forced simplifications.
Logic Structure
Independent long/short rule sets with blocking filters and custom indicators
Parameter Control
Fine-grained inputs with variant presets for reproducible A/B comparisons
Logic Architecture
- Independent long/short rule sets
- Blocking filters and regime conditions
- Session/time windows and execution constraints
- Custom indicators and bespoke signals
Parameterization
- Fine-grained system inputs across modules
- Per-direction parameterization
- Variant presets for A/B comparisons
- Reproducible configuration snapshots
Market Execution & Data Integrity
PrecisionModel real-world costs and execution behavior with controllable assumptions. Validate across multiple data types and granular resolutions.
Execution Modeling
Adjustable spreads, commissions, slippage, and broker constraints
Data Validation
Multiple sources, granular resolutions, and cross-regime testing
Execution Assumptions
- Adjustable spread per order type
- Commission modeling (fixed or proportional)
- Slippage assumptions and execution buffers
- Broker constraints (min stop distance, etc.)
Data & Validation
- Multiple data sources and types
- Granular time resolutions
- Extensive historical database coverage
- Cross-regime testing for stability
Trade & Position Management
PortfolioRealistic execution requires more than single-position logic. Support for portfolio-style behavior with multiple concurrent positions and scaling.
Position Handling
Multi-position management, scaling rules, and partial closes
Execution Rules
Separate long/short constraints and conditional triggers
Position Architecture
- Multi-position management
- Scaling in/out rules
- Partial position closes
- Maximum concurrent positions per direction
Execution Logic
- Separate long/short execution constraints
- Conditional entry/exit triggers
- Blocking conditions and safety filters
- Time-based and event-based restrictions
Risk Controls & TP/SL Logic
ProtectionComplete control over Take Profit and Stop Loss behavior with advanced trailing and conditional approaches. Consistent risk controls across strategy logic and position management.
TP/SL & Trailing
Static, multi-level, and dynamic trailing with conditional triggers
Risk Management
Equity stops, position limits, and session safety rules
Exit Logic
- Static TP/SL and multi-level stop logic
- Move to break-even or open price
- Trailing with price (step or continuous)
- Fixed or dynamic trailing distance
- Conditional trailing (state-based triggers)
Risk Controls
- Equity stop protection and DD constraints
- Maximum position limits and exposure caps
- Time-based exits and session safety rules
- Controlled behavior during adverse conditions
Comprehensive Analysis & Reporting
Professional-grade visualization and detailed analysis of strategy performance across multiple dimensions
Long & Short Performance Breakdown
Detailed analysis of strategy performance across long and short trades, including profit/loss distribution, win rates, and trade duration metrics. Visual comparison shows directional bias effectiveness and optimization opportunities.
- Separate P/L analysis for long and short positions
- Directional win rate and profit factor comparison
- Average trade duration by direction
- Risk/reward assessment per trade type
Comprehensive Strategy Analytics
Advanced performance dashboard showing key metrics including profit factor, Sharpe ratio, drawdown analysis, and risk-adjusted returns. Professional-grade reporting for institutional strategy validation.
- Equity curve with drawdown visualization
- 50+ performance and risk metrics
- Statistical significance indicators
- Historical performance validation
Advanced Strategy Configuration Panel
Multi-layer configuration interface allowing precise control over strategy parameters, testing assumptions, and execution logic across all testing dimensions. Professional-grade customization for institutional requirements.
- Multi-parameter optimization controls
- Advanced execution logic settings
- Data source and quality configuration
- Complex filtering and condition logic
Real-time Strategy Bar Updates
Live signal generation and reporting interface showing strategy performance on bar-by-bar basis. Track entry/exit signals, position sizing, and performance metrics in real-time during backtesting and optimization.
- Real-time signal generation tracking
- Bar-by-bar performance analysis
- Entry/exit signal visualization
- Live update during optimization runs
Detailed Trades Report & Analytics
Comprehensive trade-by-trade analysis showing entry/exit points, profit/loss breakdown, duration statistics, and performance metrics. Essential for understanding strategy behavior at the individual trade level.
- Complete trade history with filters
- Individual trade P/L analysis
- Trade duration and timing metrics
- Performance distribution analysis
Multi-Variable Optimization with Plateau Analysis
Advanced optimization focused on robustness and stability, not just peak performance
Plateau-Based Optimization
The platform allows testing of up to five independent variables simultaneously, enabling users to explore not just optimal parameter points, but robust plateaus of performance. This approach helps identify settings that remain stable across ranges of values, reducing the risk of over-fitting.
Multi-Variable Testing
Simultaneous optimization of up to 5 independent strategy parameters
Plateau Identification
Find stable parameter ranges, not just single optimal points
Robustness Analysis
Evaluate consistency across parameter ranges and market conditions
Focus on Stability Over Peaks
Instead of chasing maximum returns from fragile parameter sets, we identify configurations that deliver consistent performance across changing market conditions—reducing implementation risk and increasing strategy longevity.
Advanced Capital & Lot Sizing Analysis
Comprehensive evaluation of how different risk approaches affect strategy behavior and performance
Multi-Method Position Sizing
Signalator provides a comprehensive suite of capital and position sizing models, designed to evaluate how different risk approaches affect strategy behavior. Multiple lot sizing methods can be tested side-by-side, with visual interpretation of equity curves, drawdowns, and growth paths.
Fixed Position Sizing
Test constant lot sizes across different capital levels and market conditions
Dynamic Risk Models
Percentage-based, volatility-adjusted, and equity-based sizing methods
Portfolio Optimization
Multi-strategy capital allocation and correlation-based sizing
Professional Risk Analysis
This enables trading desks and research teams to:
- Compare fixed, dynamic, and equity-based sizing models
- Identify configurations that reduce drawdown and smooth equity curves
- Analyze capital efficiency and growth paths under different risk approaches
- Review exhaustive sizing outcomes before deployment
Beyond Standard Backtesting Tools
Signalator Strategy Platform is designed for professional research, not retail simplification
Professional Research Focus
Built for hedge funds, proprietary trading firms, and institutional research teams
Multi-Layer Customization
Deep configuration across every aspect of strategy testing and execution
Advanced Analytics
Comprehensive statistical validation and professional-grade reporting
"The result is a testing environment that does not simply answer 'does this strategy work?', but instead addresses the far more important questions: how it behaves, under what conditions, and with which risk structure."
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