Frequently asked questions

Quantinger is a no-code platform for building and validating crypto trading strategies before you risk real money. You build entry/exit rules from indicators, run them against real historical data, and the platform stress-tests the result with walk-forward analysis, Monte Carlo simulation, and an overfitting check — then gives you a pass/fail verdict, not just a chart. It does not execute trades or hold your funds.

No. The Strategy Builder is entirely no-code — you compose entry and exit rules from a library of 55 indicators using dropdowns and condition builders. Nothing here requires Python, Pine Script, or any programming language.

Yes — Free costs $0 and lets you see the entire platform: every page, every chart, the screener, the derivatives terminal, community strategies. What Free does not include is running backtests, saving strategies, deploying paper bots, using the AI assistant, or creating alerts — those all require Pro or Elite. Free is a look-around tier, not a limited-use trial.

Just an email address and a password — no credit card is required to create a Free account. You accept the Terms of Service, Privacy Policy, Refund Policy, and Risk Disclosure during signup, since trading tools carry real legal and financial-risk considerations we want you to see upfront, not buried later.

A single backtest, by itself, proves very little — that is the honest answer. A strategy can look great on one historical window purely by chance, or because it was unknowingly overfit to that exact window. This is why Quantinger never shows you just one number: every run also goes through walk-forward testing (does it hold up on data it wasn't tuned on?), Monte Carlo simulation (does it survive thousands of resampled trade orderings?), and an overfitting probability check. A strategy that clears all seven of those gates is meaningfully more trustworthy than one that only backtested well once — but "meaningfully more trustworthy" is not the same as "guaranteed to work."

Because that is the system working correctly, not a bug. It is easy to build a strategy that looks great on one slice of history — hindsight makes curve-fitting effortless. The seven-gate scorecard exists specifically to catch that and tell you honestly. If most of your first strategies fail, that matches what happens to most traders' first strategies everywhere; the difference is you find out before risking money instead of after.

It tunes your strategy on one slice of history, then tests it — unchanged — on the next slice it has never seen, and repeats that rolling forward through the full data range. A strategy that only worked because it was fit to the past falls apart here. Quantinger reports a walk-forward efficiency score so you can see exactly how much of your backtest survives on unseen data, not just the headline number.

Your actual trade sequence is one specific ordering of wins and losses out of many possible orderings. Monte Carlo simulation reshuffles that sequence 1,000 times and recomputes the outcome each time, which reveals how much of your result depended on a lucky ordering versus a genuinely repeatable edge. Quantinger reports the 95th-percentile drawdown across those runs — a far more honest worst-case estimate than the single drawdown your one backtest happened to produce.

It means a strategy passed all seven of Quantinger's robustness gates — sample size, walk-forward efficiency, Monte Carlo drawdown, parameter stability, overfitting probability, realistic fills, and positive out-of-sample expectancy — on historical data. It does not mean the strategy will be profitable in the future, is not a recommendation to trade it, and is not a guarantee. Markets change; a badge is evidence a strategy survived rigorous historical stress-testing, not a promise about tomorrow. Full detail: see the Risk Disclosure.

Realistic fills are on by default on Quantinger — every backtest applies slippage (0.05% on entry, 0.10% on exit by default) and trading fees (0.075% taker / 0.020% maker, matching real Binance/Bybit rates) to every simulated trade, and a signal that fires on a candle's close can only execute at the next candle's open, never on future information (no look-ahead bias, enforced structurally, not just as a guideline). A backtest without those costs applied systematically overstates performance, sometimes dramatically for high-frequency strategies.

The builder currently ships 55 indicators across trend, momentum, volatility, volume, and an Institutional/Smart-Money category (VWAP Bands, CVD, RVOL, Anchored VWAP — Elite tier only). Pro and Elite both get unlimited use of the non-institutional indicators; Free tier cannot build strategies at all.

Yes. Entry and exit rules support multi-condition logic — you can require all conditions to be true (AND) or any one of them (OR), and mix long and short entry groups independently. This is not limited to a fixed two-condition template.

Yes — sizing mode (percent of equity, risk percentage, or fixed notional), stop-loss, take-profit, and leverage are all configurable per strategy, with sensible defaults pre-filled so a beginner isn't staring at a blank risk panel. These backtest sizing settings are intentionally separate from the platform's default paper/live risk guardrails (kill switch, daily loss limit), which protect automated Paper Bots specifically.

Private by default. You can optionally publish it to the Community marketplace, where it can carry a verification badge if it has a real, engine-computed backtest behind its published numbers. You own your strategies; publishing grants Quantinger only the license needed to host and display what you chose to share.

No, and we would rather tell you that plainly than sell you a fantasy. Quantinger is a research and validation tool — it does not execute trades, does not manage your money, and cannot guarantee any outcome. What it does is make the difference between a strategy that's actually robust and one that only looks good in hindsight much harder to miss. Whether you're profitable depends on your own decisions, risk management, and market conditions, not on the software.

The AI assistant reads your backtest results, strategies, and market data to answer questions and draft strategy proposals — every claim it makes should trace back to a real number from your own data, not a guess. Chat message limits reset weekly: Free gets 0 (Free cannot use the AI assistant), Pro gets 30 messages/week, Elite gets 100/week. AI strategy-from-text builds (a separate weekly counter) are 0 on Free, 3/week on Pro, 7/week on Elite. Bringing your own API key (BYOK) bypasses the message quota entirely, since you're paying the AI provider directly.

BYOK means Bring Your Own Key — you can connect your own Anthropic, OpenAI, or Google Gemini API key in Settings instead of using Quantinger's shared weekly quota. Your key is encrypted at rest (Fernet/AES-128), never logged, never returned in plaintext by any API, and deletable at any time. Costs on a BYOK key are billed to you directly by the AI provider, separate from your Quantinger subscription.

It can draft one from a plain-English description, but it never runs or saves anything without you reviewing and explicitly confirming it first. The AI proposes; you decide. This is a deliberate design choice, not a current limitation — an AI that silently deploys strategies is a different, riskier product than the one Quantinger is.

A Paper Bot attaches a saved, validated strategy to a live market and lets it "trade" automatically using real-time prices — but with simulated fills, never a real exchange order and never real funds. It uses the same no-look-ahead engine and fee/slippage assumptions as backtesting, so you can watch whether a strategy's live behavior tracks what the backtest predicted, before ever considering real capital.

Free: 0. Pro: 2 concurrent bots. Elite: 10 concurrent bots. Each bot gets its own simulated paper-trading balance — $100,000 on Free and Pro, $1,000,000 on Elite.

Every bot has a built-in kill switch (auto-stops after 5 consecutive losses by default) and a daily loss limit ($15 by default, configurable). These are simulated safeguards on simulated capital, but they mirror the same discipline you would want on a real account, and let you see how a strategy behaves when things go wrong, not just when they go right.

Free is $0 forever, no card required. Pro is $19/month ($190/year, roughly 2 months free on annual). Elite is $39/month ($390/year). There is no hidden usage-based billing on top — your subscription price is the price, though BYOK AI usage above the platform quota is paid directly to your AI provider, not to Quantinger.

Paddle (Paddle.com Market Limited) is the Merchant of Record for every transaction — they are legally the seller, they handle your card details, and they collect and remit any applicable sales tax/VAT. Quantinger never sees your full card number. This also means Paddle's own buyer terms apply to your purchase alongside Quantinger's Terms of Service.

Yes, within 14 calendar days of your first charge on a tier, provided your usage during that window looks like reasonable evaluation rather than full-scale use. See the Refund Policy for exactly what qualifies. Renewal charges after the initial window are not refundable — cancel before your renewal date to avoid being charged again; you keep access through the end of the period you already paid for.

Your strategies, backtests, and account data are not deleted when you downgrade or cancel — you simply lose access to the features above Free tier (running new backtests, deploying bots, the AI assistant) until you resubscribe. Weekly usage limits (AI messages, AI builds, backtests) reset on a rolling weekly basis and never roll over regardless of tier changes. Full account deletion, if you request it, follows the retention schedule in the Privacy Policy.

Binance and Bybit, covering both spot and derivatives (perpetual futures) markets. This is public market data only — no exchange account connection or API key from you is required or used for data.

History depth is tier-based: Free gets 365 days, Pro gets 3,650 days (10 years), Elite gets unlimited depth — however much history the exchange itself has for that pair.

No, never. Quantinger has no exchange API key of yours, no order-placement capability, and no access to your exchange account. Backtests and Paper Bots are entirely simulated; nothing on the platform can place a live order on any exchange.

TradingView Advanced Charts — the same charting library, drawing tools, and symbol search you may already know from TradingView, licensed and embedded directly in the platform. TradingView, Inc. is not affiliated with and does not endorse Quantinger; it is a licensed third-party component.

Yes — if you trade real cryptocurrency, whether or not you used Quantinger to research the strategy, you can lose money, including potentially your entire trading capital and more if you use leverage. Quantinger does not execute trades or hold funds, so it cannot cause a loss directly, but it also cannot prevent one. Only trade capital you can afford to lose. See the full Risk Disclosure.

Passwords are hashed (never stored in plaintext), sessions use short-lived JWTs, and optional TOTP two-factor authentication (with single-use recovery codes) is available in Settings → Security. BYOK API keys and TOTP secrets are encrypted at rest with Fernet (AES-128). All traffic runs over TLS.

No — Quantinger does not ask for, store, or use exchange API keys or exchange login credentials at all, because it never places trades. The only third-party API keys Quantinger stores are optional BYOK keys for AI providers (Anthropic/OpenAI/Gemini), which are unrelated to your exchange account and deletable at any time in Settings.

TradingView's built-in Strategy Tester is a solid charting-native backtester, but it has no walk-forward optimization, no Monte Carlo simulation, and limited slippage/fee modeling by default. Quantinger uses TradingView's own charting library for the chart itself, then adds the validation layer on top: walk-forward, Monte Carlo, an overfitting probability check, and realistic fills on by default. They're complementary — Quantinger is a research and validation layer, not a chart-drawing replacement.

Copy-trading and signal platforms typically connect to your real exchange account and execute trades automatically based on someone else's signals. Quantinger does neither — it never touches your exchange account, never places a live order, and doesn't sell trading signals. It's a research tool for building and stress-testing your own strategies before you decide whether, and how, to trade them yourself.

Indicator marketplaces sell pre-built indicators and alert scripts that you overlay on a chart and interpret yourself. Quantinger includes a comparable indicator library (55 indicators), but its core product is different: a no-code strategy builder plus a validation engine that tells you, with a number and a pass/fail verdict, whether a given rule set actually held up under walk-forward and Monte Carlo testing — not just whether it plots something useful on a chart.