The graph editor — 70 typed block types, connected visually. No code required.
Build trading strategies visually, describe them in plain text, or import Pine Script. Test against your own historical trading data. See the numbers before you risk anything.
The graph editor — 70 typed block types, connected visually. No code required.
Most tools simulate on bar data with generic feeds. Real execution happens on ticks — with your broker's actual spreads. The difference shows up in your live results.
Every piece of the strategy development process in one place.
70 block types in 8 categories. Connect indicators, conditions, and signals as strictly typed blocks. Invalid connections are rejected before you run, not after.
Particle swarm optimization explores the parameter space and finds combinations that hold up — not just lucky ones. Choose profit factor, Sharpe, Calmar, or net profit as fitness function.
Split data into in-sample and out-of-sample blocks. WFO runs PSO independently per block — parameters are never tuned on data they're tested against.
Already have a TradingView strategy? Import it directly and run it against your own tick data to see how results compare.
Describe your strategy in plain language. partiqon converts it into a valid graph using constrained AI — you see every node and can adjust before testing.
Simulate what happens when spreads widen or margin requirements change. A strategy that only works under perfect conditions isn't a strategy — it's a coincidence.
Catches patterns that inflate results without you noticing — like a strong profit factor that only holds because of a single outlier trade. A second pair of eyes on your backtest, built into the platform.
Visualizes the fitness landscape around your PSO optimum. A broad plateau signals a robust parameter range; a narrow spike is a warning sign of overfitting.
Isolate what your entries, exits, and trading sessions each actually contribute. Test exit rules against randomized entries, entry rules against a fixed exit, and performance across specific times, weekdays, and volatility conditions — if it holds up, that's real structural edge, not overfit luck.
No configuration overhead, no boilerplate to write.
Connect blocks visually, import an existing Pine Script strategy, or describe what you want: "buy when RSI crosses below 30 and price is above the 200 EMA, exit after 15 bars or when RSI crosses above 70." partiqon converts plain language into a runnable graph. The type system prevents invalid connections before execution.
Convert your own historical price data to BAR6 format using DataConvert (free, runs locally — raw data never leaves your machine). Upload the converted file and select your timeframe.
Set date range, capital, and spread model. Results include equity curve, full trade list, profit factor, Sharpe ratio, max drawdown, and a per-trade breakdown.
Mark constants as tunable. PSO searches the parameter space. Walk-forward validation checks whether results hold on unseen data. WFO runs PSO independently per in-sample block for a genuinely clean out-of-sample test.
Most tools only tune the numbers in a strategy you already built. Structure Optimizer discovers the strategy itself.
Typed mutation — block swaps, parameter jitter, subgraph insert/delete — and crossover generate thousands of complete strategy candidates. Not just better parameters for a fixed structure — new structures entirely.
Candidates are scored on out-of-sample performance, not on how well they fit the data they were generated from.
Mass-generating strategy candidates guarantees overfitting unless something filters for genuine structural edge. Diagnostic Mode does exactly that — the same validation used elsewhere on the platform, applied here to keep the search honest.
Structure Optimizer runs are Premium-exclusive and draw from a dedicated budget, separate from your normal backtest quota.
The data you test on is the difference between a backtest that misleads and one that holds. partiqon solves this differently.
Most tools backtest on bar data from aggregated feeds — not on what your broker actually quoted. The same instrument can be priced differently from one broker to the next: different spreads, different fills, sometimes a different underlying feed entirely. Test on the wrong data and a strategy can look solid in backtesting, then perform quite differently once you trade it at your actual broker. The gap is systematic, not random.
You bring your own historical data. The backtest runs on what you would actually have traded. Your data stays your data.
A free, open-source tool that converts raw data (CSV, MT4 .hst) into BAR6, partiqon's binary format. Runs locally — raw data never leaves your PC.
Compact, fast, openly documented. Supports bar data (OHLCV + bid/ask) and tick data. No vendor lock-in.
These are not limitations. They are decisions.
partiqon does not generate buy or sell signals. There is no "AI recommends long." The platform evaluates your ideas — it does not replace your judgment.
partiqon does not execute orders and has no connection to your brokerage account. No automated trading through our servers.
partiqon does not buy market data and does not resell it. BYOD is the philosophy, not a workaround.
partiqon does one thing well: making your strategy ideas testable. Charting, portfolio management, news feeds — intentionally not in scope.
Start free. Upgrade when you need optimization and validation.
Annual billing: Pro at €29/mo, Premium at €65/mo. Exhausted PSO/Walk-Forward/WFO quotas can be topped up — no hard lockout mid-month. Text2Strategy prompts are not separately metered.
partiqon launches in invite-only mode. Leave your email and we'll let you know when it's your turn.