How To Use

Point. Click. Trade.

Build automated trading strategies using Build Alpha’s point-and-click interface. No programming necessary.

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7,000+ Signals

Entry, exit & filter signals

12+ Stress Tests

Proprietary robustness suite

Auto Code Gen

8+ platforms at the click of a button

Features

Input Interface

This is the screen that allows you to set up every aspect of your strategy simulation exactly how you wish.

Long or Short
Market of Choice
Test Dates & OOS %
Entry Signals (7,000+)
Exit Criteria
Fitness Function
Min Trades (IS & OOS)

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Coverage

Markets Available

30+ futures, 30+ ETFs, 30+ forex pairs, US stocks. Data going back 10+ years, some to the 1960s.

eMini S&P500eMini NasdaqeMini Dow JoneseMini Russell 2000eMini NikkeieMini S&P500 MidcapGerman DAXVIX Futures

US 2 YearUS 5 YearUS 10 YearUS 30 YearGerman 10 Year Bund

CornWheatSoybeansSoybean OilLive CattleFeeder CattleLean HogsCoffeeOrange JuiceSugarCocoaCottonOatsRough Rice

OilNatural GasGoldSilverCopperPlatinumGasolineHeating Oil

YenEuroPoundAussieCanadianDollar IndexSwiss FrancBitcoin

SPYQQQDIAIWMTLTUSOGLDGDXHYGJNKIBBSMHEEMEWZEWHEWIEWAEWGRSXEWCEWQEWUXLYXMEXLUXLIXLKXLEXLFXHBXLPXLBXLV

AUD/CADAUD/CHFAUD/JPYAUD/NZDAUD/USDCAD/CHFCAD/JPYCHF/JPYEUR/AUDEUR/CADEUR/CHFEUR/GBPEUR/JPYEUR/NZDEUR/SEKEUR/USDGBP/AUDGBP/CADGBP/CHFGBP/JPYGBP/NZDGBP/USDUSD/CADUSD/CHFUSD/JPYUSD/MXNUSD/SEKBTC/USD

Cryptocurrency, US Listed & Delisted Stocks and ETFs also available. You can import your own data as well.

7,000+ Signals

Entry Signals

Build Alpha offers over 7,000 pre-built entry signals. MACD, RSI, Stochastics, ATR, Kaufman Efficiency, Hurst Exponent, DMI, Moving Averages, Composite Indicators, candlesticks, volume analysis, seasonality, holidays and much more.

Includes secondary data signals such as VIX, VIX Term Structure, Treasury yields and spreads. Inter-Market signals let you create strategies for your primary market using signals from secondary and tertiary markets.

Other signals: market breadth, economic news/data, Dark Pool Index (DIX), Gamma Exposure (GEX), term structure signals. Plus a custom rule/indicator builder and a fully capable Python environment for writing your own.

All built-in signals are editable. Start with pre-built signals, modify them, or have Build Alpha modify them automatically.

View Full Signal List

Click to Expand

100,000+ Combinations

Exit Criteria

All 7,000+ entry signals double as exit signals. The input interface lets you combine them into over 100,000+ unique exit configurations.

Exit options include maximum holding time, volatility-based profit targets and stop losses, percent and fixed targets and stops, trailing stops, profitable closes, highest high and lowest low over lookback periods. Any exit rule (like stop loss) can be combined with any exit signal (RSI or Price Action, etc.).

All exit combinations can be turned on/off and adjusted — giving you full control over risk/reward specifications.

Optimization

Fitness Functions

Metrics used to compare and evaluate trading systems. Select one and Build Alpha will search for strategies that optimize that metric.

Winning %
Net Profit
Drawdown
Profit / Drawdown
Win / Loss Ratio
Profit Factor
Average Trade
Sharpe Ratio
Sortino Ratio
SQN
K-Ratio
CPC Ratio
CAGR
Correlation Coefficient
T-Statistic
System Quality Measure
Perfect Profit %
Custom

Select a fitness function while setting up the input interface. Build Alpha will find strategies with the selected entry signals and exit criteria that optimize this metric. For example, select Sharpe Ratio and Build Alpha finds strategies with the highest Sharpe. Run the same search again with Net Profit to Drawdown to find a different set. The Custom option lets you create a weighted fitness function combining multiple metrics.

Anti-Curve Fitting

Robust Strategies

Yes, it is very easy to data mine and wind up with a curve-fit system. Build Alpha has functionality to prevent it before ever beginning.

Build Alpha lets you compare generated strategies against the best randomly generated strategies. This Vs Random benchmarking can significantly lower the probability that strategies are curve-fit.

The Output Interface also includes measures to prevent data mining bias, including out-of-sample testing, minimum trade requirements, and proprietary noise tests.

Complete Guide

Results

The Output Interface

After searching hundreds of thousands of strategy combinations, the Output Interface displays every strategy found — sortable by profit factor, win %, net P&L, drawdown, Sharpe, number of trades and more.

View in-sample, out-of-sample, and combined results for each strategy. Visualize equity curves, edge ratios, Monte Carlo projections, Monte Carlo drawdown analysis, and variance testing.

Every strategy can be added to a portfolio for portfolio evaluation. Every strategy can generate automatable, ready-to-trade code for TradeStation, MultiCharts, NinjaTrader, TradingView, MetaTrader, Python and more.

See all features

Portfolio

Portfolio Analysis Suite

Add any strategy into a custom portfolio. Run every visualization and robustness test at the portfolio level.

Portfolio Builder

Add any strategy to a portfolio. View combined equity curves, Monte Carlo drawdown analysis, and variance testing. Create multiple portfolios, receive daily updates to position and exposure changes.

Correlation Matrix

View how correlated each strategy is with each other using marked-to-market daily returns. Construct portfolios of uncorrelated strategies to optimize future success.

Minimum Variance Portfolio

Modern Portfolio Theory applied to strategy allocation. View optimal weights for each strategy to maximize risk-adjusted returns (Sharpe Ratio) — an advantage over traditional position sizing.

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