Introduction

About QuantScript

QuantScript is a proprietary scripting language for creating algo-trading strategies on ProQuant.

Back in March 2020, we decided it was finally time to come up with a solution for expanding our toolset for creating strategies. We had a nice visual interface but it was too limiting. After a couple of brainstorming sessions it was obvious - we had to create our own language.

It had to be easy to use, readable, accessible for people without development experience and, of course, expressive and powerful.

We also had to preserve ProQuant's core values and translate them to a scripting language and its environment:

  • You write QuantScript in your browser - no need to install anything
  • No need to worry about servers, virtual machines, cloud providers, etc. Your code executes in our cloud - for free
  • We've integrated Visual Studio Code's editor right in our web app - a truly powerful editor which supports syntax highlighting, error messages, autocompletion and much more
  • You can view your strategy's backtest as you write code - an extremely fast feedback loop.
  • You can automatically convert any of your existing strategies, or any generated strategy, to QuantScript with just a couple of clicks
  • You are no longer confined to basic logical operations and the indicators we provide - you can write your own technical indicators
  • Your code can access the data of multiple instruments and periods in a single strategy. Make a decision for EUR/USD based on Gold's movement
  • Our debug mode helps you tackle issues by allowing you to step through code execution