How Quantdle Works

Quantdle is a centralized aggregator that collects data from multiple sources, cleanses and processes it, and then provides it to you in a format that is ready to be used in your backtests.

It Solves a Real Problem

Quantdle was created to provide a centralized data warehouse for our team. Because of this, it was conceived from the start to be as fast, convenient and easy to use as possible.

If you are curious about the technical details (like we are!), you’ll find more information below:

Quantdle Data Pipeline

Quantdle maintains the heavy machinary infrastructure that is in charge of all the data ingestion, processing and delivery. This is great for you, as you can enjoy the results without needing to maintain any infrastructure.

1. Data Ingestion: Quantdle is continuously ingesting data from multiple providers and consolidating it into a single data feed, just like an ECN does.

2. Data Processing: The consolidated data feed is then processed by Quantdle’s data cleansing algorithms to ensure the data is accurate and error-free. This is the point where we can add the bars’s opening real spread so your backtest reflect real execution conditions.

3. Data Delivery: The processed and cleansed data is then stored and made available to you via the Quantdle Data Manager Expert Advisor.

Your Data Experience

We’ve designed Quantdle to be as easy to use as possible so you don’t waste time with unnecessary steps or complicated manual processes.

This is what happens behind the scenes when you use Quantdle’s EA:

1. Secure Connection: The EA establishes a secure connection with Quantdle’s API to authenticate your credentials and download the data when requested.

2. Custom Symbol Configuration: The first time you download data, the EA will automatically create and configure Custom Symbols in your MetaTrader 5 platform that will exactly match the configurations of your broker’s symbols.

   How Important this is

   This is an extremely important feature, as it ensures that the custom symbols you’ll be backtesting on share the same exact characteristics as the symbols you’ll use in your real trading. An example of those features include:

   • Digits
   • Spread type
   • Filling mode
   • Profit calculation mode
   • Contract size
   • Minimal and maximal volumes
   • Stop level
   • Margin rates
   • Trading hours
   • … and many others

   If you want to learn more, please refer to the “Custom Symbols” section here.

3. Data Loading: Once the Custom Symbols are correclty created, the EA will start downloading the data from Quantdle’s servers and insert it into the correct Custom Symbol in your MetaTrader 5 platform.

   Real Spread Included

   The data downloaded by Quantdle’s EA includes the real spread at the time each bar opened, so your backtests will reflect the real execution conditions as closely as possible.

4. Data Updating: Any time you need to update your Custom Symbol’s data, you will just need to select the Asset Classes you want to update and click the Download button. Quantdle will automatically detect your last downloaded date and only download the newest data.

If you're wondering about commissions...

Comissions are also of vital importance, but they are not defined in the Custom Symbols. Instead, they are defined in the MetaTrader 5 Strategy Tester configuration, albeit not in the most clear way.

You can learn how to correctly configure commissions for your backtesting here.