Algorithmic Trading, Engineered.
From hypothesis to live execution. Backtest, optimize, and deploy mechanical trading strategies with AI-powered parameter tuning and real-time IBKR integration.
Live Multi-Strategy Scanner
Monitor multiple strategies simultaneously with real-time premarket and intraday scanning across your entire universe.
- Setup / Ready / Active tabs filter candidates by quality score
- Side-by-side long + short strategy panels
- SPY market context GO / NO-TRADE gate with live price
- Position sizer with risk overlay for each candidate
Automated Backtesting
Run backtests across 90+ tickers with 5+ years of 5-minute intraday data. Results in seconds, not hours.
- Equity curve, trade log, win rate, expectancy, profit factor
- Parameter sweep for systematic grid search across combinations
- Per-ticker breakdown reveals which symbols drive your edge
- Heatmap visualization across iteration landscape
AI-Powered Optimization
An LLM iteratively analyzes your backtest results and suggests parameter improvements. Lock what works, explore what doesn't.
- Iterative parameter tuning guided by trade analysis
- Lock specific parameters to preserve known edge
- Hypothesis generation discovers new filters and rules
- Custom optimization prompts for targeted exploration
Trade-Level Analysis
Every trade charted with entry/exit markers, EMA and VWAP overlays, and the SPY market context that drove the decision.
- 5-min OHLCV chart with EMA9 and VWAP overlay
- SPY context chart shows market conditions at entry
- Feature importance rankings identify what predicts winners
- Signal quality scoring prioritizes simultaneous setups
Walk-Forward Validation
Prevent overfitting before going live. Risk-profile and out-of-sample analysis measure true performance characteristics.
- MAE / MFE scatter classifies winners vs losers by trade-level risk
- Edge ratio (MFE / MAE) quantifies how much price runs in your favor
- Stop-hit-rate and avg-loss diagnostics surface stop-placement edge
- Per-exit-reason breakdown of risk taken vs reward captured
Live Paper Trading
Connect to Interactive Brokers for real-time paper execution. The system handles everything from order placement to EOD flatten.
- Automatic stop-loss, take-profit, and trailing stop management
- Real-time fill processing with bracket order placement
- Trading blotter with complete order audit trail
- Orphan order cleanup and position reconciliation
Performance Tracking
Promote winning strategies to live tracking. Compare system predictions against actual execution to measure real-world edge.
- Cumulative R equity curve across the full out-of-sample period
- Per-iteration performance comparison on the same chart
- Daily P&L calendar with monthly performance visualization
- Divergence reports: system vs actual trade comparison
Rule Set & Parameters
Granular control over every filter, entry trigger, and risk rule. Lock specific parameters during optimization or export entire configs.
- 100+ tunable parameters covering filters, entries, risk, and exits
- Lock icons preserve params during AI optimization
- One-click JSON export/import for strategy portability
- Full parameter audit trail with version history
More Inside the Lab
Granular analytics and configuration controls — from per-feature edge ranking to ticker-level breakdowns and full parameter sweeps.
Signal Ranking
Feature impact table reveals which signals predict winners — sorted by edge in R.
Per-Ticker Performance
Win rate, average R, and expectancy broken down by ticker — find the symbols carrying your edge.
Parameter Sweep
Grid-search across parameter combinations with date-range presets and ticker selection.
Price Level & Volume Filters
Toggle PDH, PMH, VWAP, and volume thresholds. Lock icons preserve params during optimization.
Entry Trigger Configuration
ORB period, max entry minutes, entry timing, and entry-window controls.
How It Works
Three steps from idea to live execution. No black boxes.
Backtest
Define your strategy parameters and run against 5+ years of 5-minute intraday data across 90+ tickers. Instant results with full trade logs.
Optimize
AI iteratively tunes parameters while walk-forward validation prevents overfitting. Parameter sweeps explore the full search space systematically.
Deploy
Go live with IBKR paper trading. Real-time scanner, automatic order placement, trailing stops, and a complete audit trail in the trading blotter.
Everything You Need
Built for systematic traders who demand precision.
Ready to engineer your edge?
Get in touch to learn how Breakout Lab can transform your trading workflow.