StrategyStudio™ is a new generation comprehensive suite for designing, analyzing, optimizing and executing fully automated mechanical trading systems. It provides a complete framework for research and modeling of your trading strategies with Direct Market Access (DMA) capabilities and to make your trading system go live. Its orientation as an Expert System and the use of Artificial Intelligence makes StrategyStudio a powerful platform, leveraging the user’s capabilities by a high level of usability and practicability in terms of targets and approaches for better trading strategy optimization results in less amount of time.

StrategyStudio: The foundation blocks

Strategy Designer

Strategy Designer provides a variety of Strategy Elements like indicators, Signals, Filters, Consolidators and PositionSizers to model trading strategies. Users can design and configure each element of the strategy, interchange and replace elements, optimize them individually or together and analyze the results.

Creating a strategy is as simple as dragging and dropping elements into the Strategy Designer window.

Trading System Platform Kernel

The Trading System Platform Kernel consists of a framework for backtesting and analyzing trading strategies and for executing strategies in real-time.
It creates trade statistics provided to the Visualization Kernel.

Visualization Kernel

The Visualization Kernel consists of a powerful library to visualize historical market data series in charts as well as equity data and trade statistics in two- and three dimensional graphs. Navigation and representation follow a philosophy of high usability combined with a high degree of expressiveness.

Market Data Server

Market Data Server is a high-performance server that provides centralized access to trading data from various sources behind, like data storage servers, files and third party systems. It supports various data compression algorithms, manages trading calendars and time zone complexities.

Product features

Strategy modeling

• Graphical modeling of powerful trading strategies through drag & drop of strategy elements like Signals, Filters and PositionSizers
• High reusability and easy recombination of strategy elements
• Visual relationship editor for MarketActions, connected Filters and PositionSizers
• Synchronized access to multiple input data series: delayed static and developing bars
• Powerful Trading System Platform supporting a high-performance Backtesting Engine

Strategy optimization

• Expert System oriented approach with user-definable Optimization Targets (transfer functions)
• Artificial Intelligence: Fast delivery of good results in bigger search spaces using Genetic Algorithms
• Supported optimization techniques: Genetic Algorithms, Brute Force, Random Walk, Ant Colony, Differential Evolution
• Pre- and post-optimization reports (including export to Excel)
• Comprehensive feedbacks (e.g. optimization results and 2D graphs) during optimizations

Strategy and optimization result analysis

• Full trade and optimization reports with statistics
• 2D Distribution: Compare multiple strategy configurations with each other
• 3D Visualization: Evaluate a strategy’s robustness from all dimensions and perspectives

Charting

• User friendly, modern and feature-rich charting environment
• Easy drag & drop functionalities
• Multi-screen support
• Data panels for a perfect overview
• Template and workspace support
• Various look and feels customizable
• Plug-in based drawing object library
• Docking and tabbing facilities with various work panels
• Well-visualized synchronization of multiple data series of different compression types or time frames
• Projections ("mirroring") of drawing objects to different charts
• Full real-time support
• Flexible mapping between real-time feeds and historical market data

Customization

• Technical analysis library with 100+ built-in Indicators
• Extensibility of the library of Indicators, Signals, Filters and PositionSizers as well as other Plug-ins with any .NET compliant programming language like C#
• Support of flexible trading session times and holidays by a Trading Calendar; flexible handling of market data gaps
• Visualization styles, colors, global settings

Market data tools

• High-performance tick and bar storage system provided by our partner company MarketStream
• Powerful Market Data Server (FF.MDS) for centralized data access, delivering data from M4, files or any other custom data source
• Fast market data import and export tools
• Diff tool to identify differences between different historical data sources
• Synchronization tool to synchronize tick and bar data across multiple M4 servers
• Backadjustment tools for derivatives

Automated strategy execution

• Fully automated Direct Market Access (DMA) execution of trading strategies at Eurex, CME, Baxter-FX, Interactive Brokers and any new trading venues; e.g. using our powerful broker neutral Execution Management System - Endeavone EMS

Technology

• C# / .NET
• Plug-in based framework

StrategyStudio screenshots

Click the below image to view screenshots of the application.