Same sizing everywhere
Whole-number multipliers and per-account caps applied identically in test and in live routing, so a tested size is the size you get.
One code pathQuanify Lab · In development
Build it, test it, run it. Without the export step.
The gap that costs traders most is not the strategy — it is everything between having one and having it live. Different tool to write it, another to test it, a third to execute it, and a translation error at each seam. Quanify Lab is being built to remove the seams. It is not released yet.
The seams it is aimed at
A strategy usually crosses three tools before it places an order, and something is lost at every crossing.
You write it in one place, against that platform's data and its idea of a bar. You test it in a second, often with different fills, different costs and a different treatment of the open. Then you rebuild it a third time as an alert or a script so something can execute it — and the version that is live is now a hand-made translation of the version you tested.
The bugs that come out of that are the expensive kind, because they are silent. The backtest was right and the live version is subtly different, and you find out from the P&L rather than from an error.
- BuildDefine the rule once, in the place it will be tested and executed from.
- TestRun it over history with your own commission and slippage — the same engine that will trade it.
- ForwardAttach a paper account and let it run on live signals before any money is involved.
- RoutePoint it at real accounts. Same rule, same engine, nothing rewritten.
No export, no re-implementation, and no second version of the strategy to keep in sync.
Why one engine matters more than it sounds
If the backtester and the live router are separate programs, they will eventually disagree, and you will not be told when they do.
The differences that matter are unglamorous: which bar a signal is allowed to act on, what happens when an order fills in pieces, whether a duplicate is counted twice, how a contract roll is handled, what a stop does across a gap. Two implementations of those rules are two chances to be wrong, and the one you tested is not the one holding your money.
The design goal is one execution path. The same sizing and the same de-duplication keyed on the execution, whether the fill is simulated or real. A test result is then a statement about the thing that will actually trade, which is the only kind worth having.
Costs in from the start
Commission and slippage per side, set by you, applied in testing rather than added as an afterthought at the end.
After-cost by defaultNothing arms itself
A strategy that passes a test does not start trading. It is created powered off, every account you attach lands disabled, and arming stays a separate decision.
Off is the defaultHow it fits with the rest
Lab is the front of a chain the back half of which already exists and is running.
Automation is the execution layer — direct broker rails, per-account sizing, risk gates, and a record of every fill. Quanify Replay is the testing and review layer, including the mentor analysis over your own recorded executions. Lab is where the rule itself gets written, so all three operate on one artefact instead of three copies of it.
Today you can already do the last two steps: build a strategy anywhere that can send an HTTP request, forward-test it on a paper account with your own costs, then route it live without changing the configuration. Lab is about removing the first hop as well.
Where it is
In development, with no announced date. Nothing on this page describes a feature you can use today, and it will say otherwise when that changes.
It is public because people reasonably want to know whether the platform they are already routing orders through is heading somewhere, and because the design decisions above are worth stating before the thing exists rather than after.
Common questions
What is Quanify Lab?
A strategy building environment being developed for the Quanify platform, where a rule is written, tested against history and routed to live accounts as one artefact rather than being rebuilt for each stage.
Is Quanify Lab available yet?
No. It is in development with no announced date, and nothing on this page describes a feature you can use today.
Why does it matter that testing and execution share an engine?
Because two separate implementations of the same rules eventually disagree without telling you. Bar timing, partial fills, duplicate handling, contract rolls and gap behaviour are all places where a backtester and a live router can quietly differ — and the version holding your money is the one you did not test.
Can I build strategies on Quanify today?
Yes, just not inside Quanify. Anything that can send an HTTP POST can drive a strategy — a TradingView alert, a Python script, your own service — and you can forward-test it on a paper account with your own commission and slippage before routing it live.
How does Lab relate to Quanify Replay?
Lab is where a strategy is written; Replay is where it is tested and where your own executions are reviewed. They are two stages of one chain, with Automation as the execution layer underneath both.
Will strategies built in Lab be private?
Strategies you build are yours and are not visible to anyone else, which is already true of strategies you create today. Publishing one to the library is a separate, deliberate action.
More on free tools
A backtester that reviews you, not just the strategy.A backtester that replays real market data and tells you what your trading is actually doing wrong. In development — here is what it is being built to do.Losing 50% needs 100% to get back.A 50% loss needs a 100% gain to recover. Work out your drawdown, the return required to reach the old peak, and how many trades that is.How many contracts should you actually trade?Work out how many contracts to trade from your account size, your risk per trade and your stop distance. Free, instant, and it rounds down.What is a tick actually worth?Tick size and dollar value for every major futures contract, and what a move is worth at your size. ES, NQ, MES, MNQ, YM, RTY, CL, GC and more.Is your best day going to cost you the payout?Check whether your best day breaks your firm's consistency rule, and work out exactly how much more profit you need before it stops being a problem.A 3:1 setup is worthless if you win 20% of the time.Enter your entry, stop and target. Get the risk-to-reward ratio and the win rate that makes it break even — the number that decides whether it is any good.Your win rate is not the number that matters.Win rate on its own decides nothing. Work out expectancy, profit factor, reward-to-risk and the break-even win rate your strategy actually needs.
Start on a simulated account.
Connect a sim or evaluation account and run the whole product against it before you point anything at live money. Nothing about the setup changes when you do.