Quant ChartsQuant Charts
/roadmap

Roadmap

Things we want to build, grouped by area. Order does not imply priority and dates are not promised. For shipped features, read /features or the changelog.

19 open entries5 areaslast updated May 15, 2026

Engine

5

Compute 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

4

More 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

2

Beyond 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

6

Deeper 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.

  • Open analyzer widgets

    Expose the analyzer tab as a coding target like strategy and indicator files. Mount your own widgets and run open-ended code against run results instead of being limited to the panels we package. Any view you can write, you can attach.

  • Footprint chart strategies

    Per-price bid and ask volume cells exposed to strategies as a first-class input. Trade against delta imbalance, stacked imbalances, and unfinished auctions without rebuilding the footprint by hand.

  • Custom candlestick types

    Strategies that consume Renko, Heikin Ashi, range bars, volume bars, and tick bars. The bar builder runs on the same tick stream as the engine so fills stay tick-accurate underneath whatever bar shape the strategy reads.

Trading

2

When 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.

Want something added or moved up? Email us or join the Discord. Concrete asks ship faster than abstract ones.