One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

Comprehensive structured tick history data might provide great value in terms of ideation, building and testing trading strategies. Let’s explore the indicative equilibrium price (IEP) during the ...

Futures trading used to be reserved for institutions and professional traders; after all, it's known for being fast-paced, complicated and hard to access. But times are changing, and that's no longer ...

In the rapidly evolving world of trading, having access to reliable insights and expert strategies can be the difference between success and failure. Enter “Get My Next Trade Free,” a powerful service ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

New to day trading? Master the basics with 10 proven tips—choosing the right platform, managing risk, controlling emotions, ...

See how Langraph powers a multi-agent stock sim with configurable rounds and models, helping you compare trade plans without ...