SIMULATION


Backtest your algorithm with real-time market data and perform simulations for trading.

Build and Test Your Algos

We provide a simulation environment to replay recorded market data and simulate order behavior. Several different order types can be simulated and emitted via our FIX interface.



Features

Simulation Environment

The Simulator provides a backtesting framework to measure execution performance over time. Several different order types are supported including Limit, Auction and Benchmark Algo with tunable execution horizon.

Run exchange simulations with Code Willing's backtesting environment.

Research or Production Mode

A fundamental concept for the CW simulation environment is to use the same software for both research and production trading. Flip a configuration switch to go from backtesting mode to generating real orders to be sent out to the market.

Run exchange simulations with Code Willing's backtesting environment.

Order Book Visualization

Full support for replaying level 2 market data to view the full depth of the order book. Can be paused at a point in time to see orders being added, deleted or filled.

Run exchange simulations with Code Willing's backtesting environment.

Rich Environment for Analysis

Measure several descriptive statistics on PNL, position distribution, drawdowns, fees and rebates, funding cost, turnover, portfolio size and fill ratios.

Run exchange simulations with Code Willing's backtesting environment.

How It Works

Pull from Recorded Market Data

Data from previously recorded events is used to run a trade simulation.

Run Exchange Simulation

The exchange simulation is run with Code Willing’s Order Management System.

Return Simulation Results

Results from the Exchange Simulation is returned to the user to make important trade decisions.



Portfolio Optimization Process and Order Book Simulations.

Ready to get started?

For more information or to get set up with our Simulation Environment, please fill out our form.