Backtesting Interface
PowerBot offers a historical database for local (back-)testing of your trading strategies and algorithms.

When developing your own trading strategy for the intraday market, you usually start with the conceptualization of the idea, before writing the code and testing it. To see if the idea is profitable and to further improve it, it is useful to analyse historical data and do mathematical analyses. In many cases, strategies can be tested and improved with public data that includes the VWAP, best bid, best ask etc. However, quite often, this will not be enough and you need more detailed knowledge, e.g. about the structure of the order book or its depth at a specific time etc.

This is why we came up with PowerBot’s backtesting interface and historical database. The database stores every, on the market created order in the backend system and with this information you are able to track the order book at any time. Use this knowledge for market analysis and to make assumptions about the results of your trading strategy. You can use various mathematical concepts for data analysis, from very simple ones up to highly complex machine learning patterns to improve your strategies. With our historical database you download the data into your favourite statistical tool and start analysing right away.

This feature allows you to gain new insights from market data and derive new strategies and possibilities to increase your trading profits. Once you have identified your strategy, you can start implementing the algorithm in Python or any other programming language. The easiest way to do so, is by using our Python execution module.

PowerBot’s historical database receives very positive feedback. Which makes it one of the reasons, why PowerBot is such a great tool for data scientists and quantitative analysts.

Want to learn more? Get in touch with us for a product demo.