What's New


Version 4.20.00 - new minor release

Released on 11.2.2016
  • Added Open equity / balance computation feature. With the help of additional minute data it can compute the open equity and MAE/MFE of your strategies and display it on chart or in the Overview screen.
  • Fixed numerous memory issues in Portfolio Master that caused program to consume too much memory or stop
  • Fixed numerous import bugs for various supported formats


Version 4.10.01 - bugfix release

Released on 11.2.2016
  • Fixed issue with non-working Money management simulation
  • Fixed bug wit MT5 reports import
  • Fixed bug wit cTrader reports import


Version 4.10.0 - new minor release

Released on 30.1.2016


Version 4.0.2 - bugfix release

Released on 3.8.2015
  • Fixed problem in QuantEditor that prevented it from starting


Version 4.0.1 - bugfix release

Released on 21.7.2015
  • Fixed bug in Portfolio Master causing program to freeze when there are too many portfolio combinations
  • Fixed sorting bug in Monte Carlo causing incorrect values displayed in confidence levels
  • Added Predict / Verify tab to Monte Carlo simulation
  • Added History Trend chart icon to equity chart
  • Added support for Tradestation XLSX report format


Version 4.0 new major release

Released on 14.6.2015
  • EA Analyzer was renamed to Quant Analyzer
    it no longer analyzes only MetaTrader results, but it can work with reports from Tradestation, MultiCharts, NinjaTarder and many others.
  • Application was rewritten from the ground up to allow new possibilities, flexibility and extendability
  • new feature - Portfolio Master
    a tool to compute optimal portfolio fro the list of available strategies
  • new feature - Money Management Simulator
    allows to simulate trading strategy with different money management (position sizing) models


Version 3.0 new major release

Released on 18.6.2014
  • feature - Improved profit calculations
    There are two changes:
    • Trades in chart and in stats computation are now sorted by their open time, not by close time as in previous version. This might cause small change in charts compared to previous version.
    • Percentage profit is now calculated as Time-Weighted Return (TWR)
    Both these changes were required by updating statistics computation to a Global Investment Performance Standards published by the CFA Institute.
    TWR measurement of % profit is unique in fact that cash inflows, cash outflows and amounts invested over different time periods have no impact on the return.

  • feature - Extendability
    EAA can be now extended to use your own custom What If, Equity or Monte Carlo methods.

  • feature - Reworked Equity Control simulator
    Equity Control simulator now correctly handles open trade balances and allows for exact simulation

  • feature - Command Line support
    You can now start EA Analyzer also from command line and configure it to do some task - this enables youto use EA Analyzer in an automatic way

  • feature - MyFxbook CSV import support
    Now you can import trades exported from MyFxbook in CSV format

  • feature - Possibility to control program memory using -J-Xmx option
    see the article Starting SQ with more memory. The same parameter can be now used also for EA Analyzer.
  • bugfixes - Fixed issue with hours recognized according to local time
    Thi saffected mainly Trade analysis tab, showing trades at hours when there were none.

  • bugfixes - Fixed problem with multiple trades opened at the same time in equity control

  • bugfixes - Multiple smaller bugsfixes


Version 2.0 - major release

  • feature - What If panel
    Allows you to make What-If alternatives of your strategies

  • feature - Monte Carlo panel
    Allows you to make Monte Carlo simulations of your strategies

  • feature - Equity Control panel
    Allows you to run Equity Control simulations of your strategies


  • Version 2.2.1 - bugfix release

    Released on 25.10.2012
    • bugfix - Corrected small UI issues when using Windows with bigger default fonts

    • bugfix - Corrected problem with generation of short rule



    Version 2.2.0 - upgrade release

    Released on 15.10.2012

    Version 2.2 contains several big-impact improvements that enable generation of new class of strategies - the possibility to reverse the open order and trading at the open of the bar.

    It also contains new strategy analysis functions and new strategy quality measures - the Stagnation period, Degrees of Freedom and strategy Complexity.

    An important update is also the possibility to manage views and to create custom filtering conditions using all the strategy backtest properties.


    • feature - New order type - Enter/Reverse at Market (Reverse Position)
      Standard Enter at Market works only if there is no position opened, otherwise it is skipped.
      With Enter/Reverse at Market if there is a position in opposite direction it will be closed and position into a new direction is opened.

      So let's say you have buy order opened and EA places new Enter/Reverse at Market Short order. The existing buy order is closed, and new short order is opened.

      This is relatively small addition, but it opens possibility to generate a whole new class of strategies in StrategyQuant, that will be able to reverse positions as the trend reverses.

    • feature - New testing precision - Trade on Bar Open
      New test precision mode Trade on Bar Open was added. In this mode, the system will check for signals and places trades only at the open of a bar.

      This is valid not only for opening the trade, but also for closing the trade on stop loss or profit target. If the trade reaches its stop loss or profit target, it is NOT closed immediately at this level, but at the open of the next bar!

      This mode has several advantages:
      - The backtest in this mode is very fast in both StrategyQuant and MetaTrader
      - The backtest precision is much higher than with other modes - there are no tick data issues; everything what happens inside the bar is ignored, so the backtests in both GB and MT4 will return the same results.
      - Suitable also for scalping strategies on M1 and M5 data
      - Strategy is not sensitive on small tick changes - much bigger robustness

    • feature - New EA generator - MT4 Special EA - Trade on Bar Open
      This is a special EA generator that generates EAs that trade at the open of bar only. Compatible only with Enter at Market commands.
      EA generated this way will be 100% compatible with the strategy tested in GB using the Trade on Bar Open test precision.

    • feature - Stagnation Period
      Stagnation Period is a new powerful property that comes out of strategy backtest - it returns number of days or % of total days of the longest stagnation period.

      Stagnation period is a period for which the strategy didn't make any profit.

      Stagnation is visible in the Databank and it can be displayed also on the chart (see the red background area in picture below).

    • feature - New tab Results -> Trade Analysis
      New tab in Results is a Trade Analysis - it enables you to quickly analyze any strategy using its yearly performance and many other additional charts.

    • feature - Improved screen Results -> Strategy Settings
      This screen allows you to compare the settings used in the last strategy tests with the current settings of the program, allowing you to check if you are testing your strategy with the same settings as last time.

      The differences are displayed with red color and you have the possibility to load settings from the strategy with a click on Load Settings from Strategy button.

    • feature - Added new configurable views
      The Databank now has fully configurable views. You can define your own views using only columns you want to see. You can have unlimited number of custom views and you can easily switch between them.

    • feature - Added new Note column to Databank strategies
      There's a new optional Note column in the Databank that allows you to write short notes to your strategies. This way you can write your comments or your own ranking during the strategy evaluations.

      To see the Note column you have to define your own custom view.

      To remember the note with your strategy you have to save the strategy. If you'll close the program or the strategy without saving it, the note will be not saved.

    • feature - Added possibility to use real or fixed spread for real tick data
      If you use real tick data precision, you can now choose if you want to test using fixed spread (specified in Data tab) or real spread that exists in the imported data.
    • feature - New Strategy Option - Enter only once per bar
      If it is checked, the strategy will not open more than one trade per bar. For example if the trade closes in a given bar (because of exit rule or stop loss, profit target, etc.), it won't allow opening new position until the current bar finishes.

      This improves testing reliability and also makes strategy more robust against small tick changes.

    • feature - New Strategy Option - Close also pending Stop/Limit orders
      This setting has to be used together with Exit at end of day / end of range. If it is checked, it will close also all the pending orders at the end of range.

      Otherwise pending orders remain active even if we are outside the time range (this was the default behavior until this version).

    • feature - New Custom Conditions
      Custom Conditions in Settings -> Strategy Ranking now contains a full list of all available strategy parameters that can be used in the custom conditions.
    • feature - New Strategy and Backtest Parameters
      Strategy parameters (in Databank and Overview) now include two new properties:

      Degrees of Freedom - in a trading system relates to the number of criteria that are used to filter price action and/or volume and determine entry points. The more criteria and variables used to determine entry timing points, the fewer degrees of freedom the system will have and vice versa. Degrees of freedom are compute from strategy complexity and number of trades. The simpler the strategy is, the more degrees of freedom it will have. For this property, the bigger value is better.

      Complexity - measures the complexity of the strategy. It is simply a count of all the indicators, prices, operators and other building blocks that are used in the strategy. The higher this number is, the more “complicated” the strategy is. For this property, the smaller value is better.

      Both properties can be used also in the ranking to influence the Fitness function.



    Version 2.1.3 - bugfix release

    Released on 25.7.2012
    • feature - List of trades in Details view made sortable

    • feature - Added one new indicator Bollinger Bands Width Ratio

    • bugfix - Corrected issue with partian goals generation

    • bugfix - Corrected occassional issue with time range settings

    • bugfix - Fixed bug related to PriceDifference building block

    • bugfix - Corrected number of small issues in strategy testing



    Version 2.1.2 - bugfix release

    Released on 10.7.2012
    • bugfix - Corrected issue with ocassional incorrect recognition of timeframe during import

    • feature - Added better validation of exit rules to prevent rules that don't make sense

    • feature - Added better validation of ATR based SL/PT boundaries



    Version 2.1.1 - bugfix release

    Released on 4.7.2012
    • feature - Improved filtering of incorrect ALWAYS TRUE rules

    • feature - Added option to configure program window title

    • bugfix - Corrected problem with negative trailing stop

    • bugfix - Corrected problem with incorrect validation of Bollinger Bands and Keltner Channel rules

    • bugfix - Corrected small issue when re-testing strategies with custom indicators



    Version 2.1 - upgrade release

    Released on 21.6.2012
    • feature - 64-bit version available
      StrategyQuant can now use improved speed and memory management of the newest 64-bit operating systems

    • feature - Greatly improved performance
      StrategyQuant now runs almost 2x faster on newer computers. 64-bit version is even 3x faster than the previous release!

    • feature - added Triple Exponential Moving Average (TEMA) indicator

    • feature - added posibility to generate strategies on 1 minute data

    • bugfix - Improved backtesting precision
      few bugs fixed and many edge cases solved in both GB and MT4 code, resulting in improved reliability of the backtesting

    • bugfix - fixed error in Strategy Editor when working with VolumeAvg quick rule


    Version 2.0.1 - bugfix release

    Released on 13.6.2012
    • bugfix - Corrected time zone bug introduced in version 2.0.0
      there was a bug that caused newly imported historical data to be stored in a timezone relative to the computer where the program was running.
      As a result, timezone of data could differ on different computers and history data distributed with the program could be shifted. This was fixed, now the program is running in neutral timezone and historical data will work the same on all computers.
      Please reimport all the history data that you imported in version 2.0.0!

    • feature - added Bollinger Band Range as a separate indicator

    • bugfix - corrected problems that caused errors in generated MT4 EA code


    Version 2.0.0 - major release

    Released on 8.6.2012
    • feature - Greatly improved testing speed and support for multi-core processors
      the backtesting speed has been improved by nearly 50% and the new version now also supports multiple cores.

    • feature - Support for tick data
      perhaps the most important feature in the new version. It enables you to test your strategies with biggest possible precision. StrategyQuant now supports configurable input format, so you can import virtually any data into GB without making any conversion.

    • feature - 100% compatibility of test results with MetaTrader4
      this is a nice positive side effect of tick data support. We can now export simulated tick data from MetaTrader and run our GB backtests on this MetaTrader tick data, achieving almost 100% comparability of the results. There will be only very small differences resulting from rounding numbers and the way MT4 computes profit/loss.

    • feature - Strategy Editor
      a new feature that allows you to edit or create a new strategy in an easy-to-use wizard.

    • feature - Custom Indicators
      another important feature enabling you to use your favorite indicators in your strategies without the need for them to be build-in StrategyQuant.

    • feature - Custom Dismiss Options
      a small but important feature that allows us to specify the exact conditions for strategies to be dismissed. This enables us to effectively filter out the strategies that don't fulfill our performance criteria.

    • feature - Configurable Risk-Reward Ratio for SL/PT
      the Strategy Options settings were enhanced with the possibility to define the boundaries for desired Risk - Reward Ratio.

    • feature - Candle Patterns
      new candle patterns building blocks, such as Doji, Hammer, Shooting Star, Engulfing, etc. StrategyQuant also comes with a custom indicator that displays these candle patterns on the chart.

    • feature - New building blocks
      includig Ichimoku, Daily OHLC prices, new Simple rules.

    • feature - Number of smaller enhancements
      such as exports oftrades list and Databank results to CSV file, better source code generation and so on.


    Version 1.1.5 - minor bugfix release

    Released on 15.4.2012
    • feature - Added MaximumTradesPerDay parameter to generated MT4 EA code

    • bugfix - Removed small rare issue when checking license


    Version 1.1.4 - minor bugfix release

    Released on 1.4.2012
    • bugfix - Removed dependency from random.org



    Version 1.1.3 - bugfix release

    Released on 17.2.2012
    • bugfix - Corrected problem with font adjustment on Windows with increased fonts

    • bugfix - Fixed many edge cases when doing partial optimization



    Version 1.1.2 - bugfix release

    Released on 11.2.2012
    • bugfix - Corrected error with history data import



    Version 1.1.1 - bugfix release

    Released on 8.2.2012
    • bugfix - Corrected error with Close above BB block in generated MQL code

    • bugfix - Corrected small problem with test precision on JPY based pairs

    • bugfix - Corrected error related to setting up lookback period

    • bugfix - Corrected error with Yime issue in generated MQL code



    Version 1.1

    Released on 21.12.2011
    • New technical indicators added
      Heiken Ashi candles (open, high, low, close), (WMA) Weighted Moving Average, Parabolic SAR, Keltner Channel, Linear Regression, (QQA) Qualitative Quantitative Estimation.

      • New building blocks - simple rules added
        Close Above/Below Bollinger Band, Close Above/Below Parabolic SAR, MACD Above/Below 0, Long Term/Short Term RSI Above/Below 50, Long Term/Short Term Stochastic Above/Below 50, Long Term/Short Term CCI Above/Below 0, Volume Above/Below Average.

      • New Build Goals settings
        powerful feature that allows to keep a part of the strategy fixed and find the best settings for other part of the strategy.
        This way you can for example keep entry rules fixed and search for the best exit rules.

      • Added automatic strategies negation
        For every generated strategy there are also two negated copies (negation of rules and negation of whole strategy) created and tested.
        This improves the chances of generating a profitable strategy.

      • Option to resume strategy generation
        Now you can decide to keep your existing strategies and start new generation without deleting strategies from the Databank.

      • bugfix - Improved speed when testing strategies with limit max trades per day

      • bugfix - Fixed small error that caused different results between original generation and retest

      • bugfix - Corrected check when defining new symbol




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