Backtest, labelled as one
The history the strategy was published with, kept separate from what happened afterwards. Never merged into a single flattering curve.
Parsed from the trade listStrategies
Your strategy, or one you can inspect.
A strategy in Quanify is a source of signals and nothing more. It can be a TradingView alert you wrote, a Python script, or a published card from the library — and none of them can trade anything until you attach an account and turn it on.
Two kinds, one mechanism
Strategies you build. You create one, it gets its own webhook URL, and anything that can send an HTTP POST can drive it. TradingView is the common case; a script or your own server works identically. There is no cap on how many of these you run on an Automation plan, and no one else ever sees them.
Published Quanify strategies. Cards in the library with a full history attached — the backtest they were published with, and separately the forward record of how they have behaved since anyone could actually trade them. You add one and it becomes yours to route, size and power on like any other.
Downstream of that they are identical. The same risk checks, the same per-account sizing, the same journal entries, the same off-by-default arming.
A source of signalsIt decides when. It does not decide where, how much, or whether.Signal
Attached to a traderThe trader is what links a strategy to the accounts it may trade. No trader, no orders.Routing
Created powered offA new strategy trades nothing. Every account you attach lands disabled too.Off
Never a managed accountQuanify does not trade for you, hold funds, or give investment advice.Software
How a published strategy is measured
A backtest is an argument, not evidence. So a published card keeps two records and does not blend them.
The backtest is what the strategy claimed when it was published, parsed from its TradingView list of trades. The forward record is every signal it has fired since, on live rails, recorded as it happened. The second one is the one that can embarrass us, which is exactly why it is shown.
Metrics are computed from the trade list rather than typed in: win rate, expectancy, maximum drawdown, Sharpe, Sortino and Calmar. Two of them are withheld when the sample cannot support them — Sortino below three losing months, Sharpe and Sortino below twelve. A ratio computed from six trades is a number, not a measurement.
Forward record
Every signal since publication, recorded live. It is the part that answers whether the backtest was describing the market or fitting it.
Recorded as it happensWithheld when thin
Ratios that need a sample stay hidden until there is one. Showing a confident number the data cannot support is worse than showing nothing.
12 months for SharpeSizing and risk are yours, not the strategy's
A strategy signal carries a contract count, and that number was decided by someone who has never seen your accounts. So it is treated as a request rather than an instruction.
You can override it outright with a fixed contract size per strategy, or scale it per account with a whole-number multiplier. Either way the sizing is applied server-side before the order leaves.
The Allow 2+ entries guard is off by default. While it is off, a signal that would grow a position you already hold in the same direction is refused. Scaling out is always allowed and so is a flip — you can always get smaller. It is the single most effective protection against a noisy signal source quietly tripling your size.
Testing one without spending an evaluation
Two ways, and neither requires funded money.
- 01Point it at a simulated or evaluation account and let it run through real sessions. Every part of the configuration is identical when you later attach a funded account.
- 02Or attach a built-in paper account. It fills from the strategy's own signals with the commission and slippage you set per side, and it is incapable of reaching a live broker by construction rather than by a setting.
- 03Watch the frequency, not just the outcome. How often it fires, and when, tells you more in a week than a P&L number does.
- 04Read the drawdown before the return. The number that decides whether you can run something is its worst stretch at your size.
- 05Decide the contract size before you arm it, not after the first bad session.
What we will not do
No strategy here is sold with a return attached to it, because nobody can honestly attach one. Futures are leveraged and past performance — live, simulated or backtested — does not indicate future results.
Quanify is software. It does not manage funds, take custody of money, give investment advice, or trade on your behalf. Every order that reaches your broker is one you configured an account to accept.
And nothing arms itself. A strategy you add is powered off, every account you attach to it is disabled, and a trader will not report itself armed until the engine confirms the routing.
Common questions
Can I use my own strategy?
Yes, and it is the main way the product is used. Create a strategy, take its webhook URL, and point a TradingView alert, a Python script or any HTTP request at it. There is no SDK, no glue code and no cap on how many you run on an Automation plan.
What are Premium Quanify Strategies?
Published cards in the library with their full history attached — the backtest they were published with, and separately the live forward record since publication. They are gated to the top Automation tier; strategies you build yourself are never gated.
Are the strategies profitable?
No strategy is sold with a return attached, because no one can honestly attach one. What is published is the record: the backtest, the forward performance since publication, and the drawdown. Past performance does not indicate future results.
Does Quanify trade for me?
No. Quanify is software that routes signals to accounts you own and configured. It does not manage funds, take custody of money, or give investment advice.
How do I control the size a strategy trades?
Two ways, and they combine. A fixed contract size on the strategy overrides whatever quantity the signal carried; a whole-number multiplier per account scales it for that account. Both are applied server-side before the order is sent.
What happens if a strategy sends a bad signal?
It is checked before an order is placed — against an off-by-default guard that refuses to grow a position you already hold. A signal asking for more than the ceiling is refused rather than quietly trimmed.
More on automation
Automated futures trading, on accounts you already have.Automate a futures strategy on your own broker accounts. A webhook fires, Quanify risk-checks and sizes it, and the order reaches your broker.Your strategy, executed on your live accounts.Automate any futures strategy on Tradovate, NinjaTrader or TopstepX. Send a webhook; Quanify risk-checks, sizes and routes it. No VPS, no glue code.The bot is your strategy. This is the part that trades it.A trading bot is a strategy plus an executor. Quanify is the executor: your rule fires a webhook, it is risk-checked and sized, the order goes out.Automated NinjaTrader, without writing NinjaScript.Automate NinjaTrader orders from a TradingView alert or any HTTP request. No NinjaScript, no add-on, no machine left running overnight.Automating TopstepX, without writing the layer underneath.What automating a TopstepX account actually requires, what the hard parts are, and how to route a strategy to it without writing an execution layer.Turn a TradingView alert into a live order.Send a TradingView alert to one webhook. Quanify resolves the contract, sizes the order, applies your risk rules and routes it to your broker.The Tradovate API, and what building on it really costs.What building on the Tradovate API actually costs you: OAuth, WebSocket sessions, contract resolution, reconnects. And what you get if you skip it.
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.