Engine
5Compute envelope and scale.
- Multi-day strategies
Hold positions across trading sessions. Run analyses across multi-day spans without artificial cuts.
- Multi-stream strategies
Consume more than one data file in a single strategy. Pair instruments, mix TBBO with OHLC, etc.
- More flexibility and scalability
Bigger sweeps, deeper parameter spaces, fewer constraints on what the engine can take.
- Server-side backtests
Heavy sweeps on rented compute. Desktop launches and visualizes; the server does the work.
- C++ strategies
A third strategy language alongside Rust and Python.
Data
4More native sources, deeper into the order book.
- Tradovate live data
Live Tradovate stream into the chart and engine for analysis. Live execution stays out of scope here.
- Direct Databento hookup
First-party connector for live and historical Databento data.
- MBP-10 ingest
Full L2 order book as a native data type, with strategy and indicator APIs to read it.
- MBP-10 heatmap
Depth-of-book heatmap rendering in the chart.
Platform
2Beyond the desktop window.
- VS Code extension
Author strategies in VS Code with full Quant Charts intellisense, push to the desktop app to run.
- TCP server
Quant Charts as a network service. External tools drive the app over TCP / WebSocket. Headless mode for fund infra teams.
Analysis & modeling
3Deeper diagnostics, more modeling primitives.
- XGBoost support
Native gradient-boosted trees in the strategy and indicator APIs. Fit, score, and persist models from inside a strategy file without leaving the workspace.
- Hawkes process
Self-exciting point-process primitives for modeling order-arrival clusters, liquidation cascades, and trade contagion. Calibrate against the tick stream and emit intensity as a tag.
- Deeper analyzer
Richer per-trade attribution, regime-conditioned MAE/MFE, drawdown decomposition, and parameter-stability scoring beyond the current scatter and equity surfaces.
Trading
2When the risk controls are right.
- Live algorithmic trading
Real broker, real fills. Today the engine is research-only by design; live trading lands when the risk controls are right.
- Arbitrage strategies
Simultaneous multi-instrument execution. Builds on multi-stream and live trading.