Upcoming Enhancements to TradersPost’s Backtester
TradersPost is considering backtester improvements such as stop-losses, take-profits, and options trading to offer a more realistic testing environment. These changes aim to enhance simulation accuracy for diverse trading strategies.
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Reviewed by Mike Christensen
Fact-checked by Mike Christensen
TradersPost users looking to optimize their trading strategies through backtesting can expect several potential improvements in the near future. These changes, aimed at providing a more accurate and realistic simulation environment, address features like stop-losses, take-profit orders, real-time prices, and options trading.
Update: December 2025
The backtester enhancements discussed below remain in development and have not yet been implemented. Current backtesting approach:
- Backtesting: Continue using TradingView or TrendSpider for historical strategy testing
- Stop-loss/take-profit simulation: Handled by your strategy code in TradingView, not TradersPost
- Paper trading: Available for forward testing with real-time execution simulation
- Options/futures execution: Fully supported in live and paper trading through connected brokers
TradersPost recommends: backtest in TradingView/TrendSpider first, then forward test with a paper account to validate real-world execution. See the backtesting guide for best practices.
Current Limitations and Planned Backtester Features
The TradersPost backtester is an essential tool for testing strategies quickly. However, some limitations persist, especially in paper trading environments for futures data, real-time pricing, and options trading. Below are the areas where TradersPost is actively considering improvements:
1. Stop-Loss and Take-Profit Orders: These features are frequently requested by users and may be added to the backtester to allow more dynamic strategy testing.
2. Options and Futures Trading: Although live data is available for stocks, options, and crypto, there is currently no futures data on the TradersPost paper broker. Futures data access is costly, so any addition would need to align with the platform's subscription cost.
3. Enhanced Simulation of Fills and Market Depth: Currently, some broker simulations (like those by TradeStation) account for market depth and bid-ask spreads, resulting in more realistic fill prices. TradersPost aims to enhance its backtester by incorporating similar elements, especially for high-volume assets, for improved accuracy.
Leveraging External Brokers for More Accurate Testing
TradersPost recommends using paper trading accounts from brokers like TradeStation for highly precise simulations. This is due to the advanced infrastructure some brokers provide, including market depth tracking and fill simulations based on order book size. For users testing with Binance or other exchanges that lack a paper trading environment, connecting directly to these brokers' APIs and disabling auto-submit features can offer a workaround while preserving the integrity of the strategy.
Improvements for Crypto Trading Simulations
Previously, TradersPost's paper broker did not support crypto assets, but this has recently changed. Users with older paper brokers might need to update their settings or create a new paper broker to access crypto functionality. This update supports a broader range of asset classes, making it easier for traders to test strategies across multiple markets.
Future Steps and Conclusion
These potential enhancements aim to give TradersPost users a backtesting environment closer to real market conditions, enabling more reliable strategy evaluations. By integrating these features, TradersPost seeks to make the transition from paper to live trading seamless, minimizing discrepancies between test results and real-world outcomes.
