Powerful trading engines to help reduce unnecessary risk

Use HaasOnline’s backtesting engine with high-quality historical data. Test how trading algorithms react in real-time to market movements with simulated trading.

Start Testing
  • haasonline crypto trade bot backtesting

    Historical Backtesting

    Refine automated trading strategies using historical exchange data and see how trading strategies would have handled various types of historical market movements. Use different price closing methods to accurately determine the reliability of the automated trading logic.

    • Close Price
    • Orderbook Price
    • Min 6/hr & Max 32/wk
  • Real-time Paper Trading

    Use our simulated trading engine with different variations of trading algorithms to determine how the scripts handle live market conditions while making adjustments on-the-fly. Our simulated trading engine helps traders gain deeper insight into algo performance with other risk factors like slippage.

    • Price Reached
    • Price Breached
    • Live Market Data
  • haas labs optimize haas scripts automatically

    Quickly Optimize HaasScripts

    We’ve released, Haas Labs, a powerful tool that allows script developers to optimize their HaasScripts with three different algorithms that range from random, brute-forcing to an intelligent algo.

    Each optimization algo has their own set of pros and cons, but can be a powerful asset when creating baseline settings for advanced trading algos.

  • Reduce Risk

    Greatly reduce unnecessary risk while backtesting and/or paper trading release candidate worthy trading algorithms.

  • On-the-fly Adjustments

    Make tweaks to your trading logic with little down-time. Revise trading algorithms to react to undesirable market conditions.

  • Highly Configurable

    Our backtesting and simulated trading engines have multiple close price methods that give deeper insight than ever before.

  • Transparent Logs

    During backtesting, detailed trade and position logs are generated, which allow for greater trade transparency on order execution.

  • Synthetic Orders

    Don’t get limited to only using native order types. We’ve added support for synthetic order types as well.

  • Fast Backtesting

    We’ve worked hard to optimize our backtesting engines to perform at break-neck speeds, allowing for more tests in less time.

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It is important to note that no system or methodology has ever been developed that can guarantee profits or ensure freedom from losses.