Full-code strategy runtime
Run complete strategy lifecycles across start-up, universe selection, bar handling, insight generation, pipeline processing, and teardown.
AlgoQuant EngineOpen Source Runtime
AlgoQuant Engine
AQE is a standalone open runtime for builders who want code-level control over strategy logic, integrations, backtesting, and live execution. AQS adds visualisation and operations around it, but AQE does not require AQS to run.
Full-codeBuild custom strategy logic without hiding the runtime.
IntegrationsConnect broker, datafeed, and infrastructure layers.
StandaloneRun strategies and persist backtest results without the Studio app.
Runtime foundation
The engine layer for strategies that need code-level control.
AQE is designed for builders who need the structure of a quant platform while keeping ownership of strategy logic, runtime choices, and execution infrastructure.
Inspectable decision model
Represent trading intent as a first-class object with state history, order context, fills, closes, cancellations, and rejections.
Integration-ready architecture
Build against one engine-facing model while swapping execution, market-data, and infrastructure integrations behind the runtime.
Runtime support
Multi-timeframe support for richer strategy context.
AQE strategies can register additional bar event streams alongside the main strategy timeframe. Feature streams keep their own history frames, call into the same strategy lifecycle, and can optionally participate in signal generation when a strategy needs lower or higher timeframe confirmation.
Automatic main stream
The main strategy timeframe stays automatic, preserving the existing strategy surface for backtests and live runs.
Feature timeframe history
Extra streams are stored separately with keys such as BTC:1m, TSLA:15m, or GBP/USD:1h so signal logic can read the right frame.
Event-aware strategies
Strategies can inspect the current event context to decide which timeframe, symbol, and history frame should drive a calculation.
Broker and datafeed support
Use the current integrations for research, paper execution, and live MT5 operation.
AQE keeps broker execution and market-data access behind engine traits, so the strategy code remains consistent while the runtime swaps datafeeds and broker integrations.
Backtesting execution
PaperBroker simulates orders, fills, closes, bracket legs, trailing stops, trade events, and account state for historical runs.
Backtesting datafeeds
YahooFinanceDataFeed and configured MT5 datafeeds can provide historical bars for research and backtest market streams.
Live execution and data
Mt5Broker and Mt5DataFeed connect AQE to MetaTrader 5 for live account state, order routing, quote updates, and bar streams.
Terminal operations
Monitor runs directly from the terminal when you do not need the full Studio surface.
AQE can render a Ratatui terminal UI for backtests and live sessions, showing progress, metrics, active insights, nested strategy variables, watched state, logs, and AQS sync status from the running process.
Backtest progress
Track processed market steps, event streams, logs, final metrics, and the saved result path without leaving the terminal.
Live runtime state
Inspect active insights, AQS sync state, broker/datafeed status, universe, strategy variables, and watch paths during live runs.
Graceful shutdown
For live strategies, the TUI requests teardown first so the engine can close cleanly before the interface exits.
Engine model
Keep strategy behaviour observable from research through live operation.
The engine is organised around strategy state, insight state, broker events, and session-scoped records. That structure supports pro debugging, operational review, and future team workflows where decisions need a clear trail.
Insight pipelines compose sizing, validation, entry, risk, and management logic around state transitions.
Broker and datafeed traits keep strategy code focused on trading logic while integrations stay replaceable.
Backtest and live paths share the same strategy-facing workflow, with scheduled deployment planned as a roadmap capability.
Backtest output can be reviewed from persisted storage such as the SQLite result files produced by the engine workflow.
Strategy
Lifecycle hooks
Insight
State machine
Broker
Execution surface
Research-to-live continuity
Use the same strategy surface for historical research and live sessions today, with backtest results persisted for review even without AQS.
Optional AQS sync
Publish session state into AlgoQuant Studio when you want visual inspection, dashboards, and review workflows around the standalone engine.
Extensible integrations
Add broker, market-data, and infrastructure implementations behind the existing engine traits as the trading stack expands.
AQE state inside AQSStudio can visualize insight lifecycle, order context, and runtime outcomes produced by the engine.
Studio connection
Run AQE on its own, or connect it to AQS when you want visualisation.
AlgoQuant Engine processes bars, generates insights, manages broker updates, and persists result data as its own runtime. AlgoQuant Studio is an optional interface for visual orchestration, inspection, and live operations.
For builders
Use AQE when you want a standalone quant runtime you can own.
AQE is suited to independent researchers, pro strategy developers, and trading teams that need a coherent runtime for research, customisation, live execution, SQLite-backed result review, and infrastructure integration.