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Backend Strat
FAQ

Frequently asked questions.

Answers to common questions about trading automation, backtesting, and fintech development.

Yes. You can bring a discretionary, rule-based, indicator-based, price-action-based, or quantitative strategy in whatever form you have it — written notes, screenshots, historical examples, or existing code.

No. You describe your rules and logic; we handle formalizing them into executable trading code.

We work across forex, crypto, commodities, indices, stocks, futures, and other electronically tradable instruments where appropriate. Availability can depend on your broker or exchange.

Typically approximately five years of historical data, measured backward from the current date, depending on data availability for the chosen instrument.

Historical market data appropriate to the instrument and timeframe of the strategy being tested.

Yes. Backtests can incorporate estimated spreads, commissions, and other transaction costs to produce more realistic results.

Yes. Slippage assumptions can be modeled into the backtest to better reflect real-world execution conditions.

We can help identify parameter sensitivity, weaknesses, and areas for potential refinement based on backtest results.

Yes, including custom Expert Advisors and platform-native automation, depending on the target platform's capabilities.

Yes. We design and develop complete financial products, from concept through production-ready software.

Yes, including wallets, portfolio tools, crypto payment systems, and interfaces for decentralized protocols.

No. Backtests are historical simulations. They do not guarantee future performance, and actual results can differ due to market conditions, liquidity, spreads, slippage, execution, and fees.

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