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Workspace Strategy lab

GAUTAM QUANTTERMINAL

Strategy lab.

Put your ideas to the test. Build conviction through evidence.

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RESEARCH WORKSPACE / STRATEGY LAB

Turn an idea into evidence.

Build your rules. Test real candles. Understand every trade.

Open chart ↗
01 Create a strategy02 Choose data & costs03 Inspect the resultsSimulation only

Strategy studio

01 / DEFINE
YOUR CUSTOM MODEL

Break. Retest. Confirm.

A confirmed swing arms the setup. Price crosses EMA 55, then retests it on a later candle. Swing-based stop; prior swing target or 2R fallback.

Long + shortConfirmed barsNext-open fills

Test conditions

02 / CONFIGURE
Bring your own market history

Recent market feed: up to 512 candles. Upload CSV for a longer test period.

Header: time,open,high,low,close,volume. Unix seconds or ISO dates, oldest first.
03 / RESULTS

Your next insight starts with a test.

Choose GS–V2 or create a crossover strategy, then run it against market candles.
Equity, drawdown and every executed trade will appear here.

Execution model & supported inputs

Completed-bar signals; following-open fills with slippage. One position, 100% notional allocation, no leverage. Stop wins when both levels touch. Stop gaps fill at open; remaining positions close at final close. Entry and exit fees apply. Crossover is long only; GS–V2 supports long and short. Borrowing, funding, contract multipliers and exchange margin are not modeled. Values use the instrument’s quote currency. Date filters run before warm-up; actual coverage appears with each result. Profit factor is undefined without losing trades.

GS–V2 is a native port, not a Pine runtime. Range retests require a later candle; entry-candle hindsight exits are removed. Write rules supports the example crossover grammar; JSON accepts the documented fields. Arbitrary Pine/Python and unrestricted natural-language strategy compilation are not supported.