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Strategy Back Tester & Algos
Westernpips Back Tester is a cutting-edge module for historical strategy testing using recorded market ticks from real trading sessions. It allows traders to simulate trades, analyze slippage, control risk, and find the most profitable parameters before trading live.
Maximize Your Profits by Backtesting with Real Tick Data
Trading without testing is like flying blind. That's why Westernpips created one of the most advanced Back Tester engines in the industry, allowing traders to validate and optimize their latency arbitrage strategies using real recorded quotes, simulated slippage, and deep execution analytics.
Whether you're deploying the OneLegMulti,OneLegHidden, TwoLegStandard, or another latency-based strategy, the Westernpips Back Tester helps ensure that every parameter is tuned for maximum profitability before going live.
💡 What Makes This Back Tester Unique?
Unlike traditional backtesters that use OHLC bars or interpolated ticks, Westernpips Back Tester works with actual recorded market quotes (ticks). This provides unmatched accuracy and replicates the real trading conditions, including slippage, execution latency, spread behavior, and gap detection.
You’re not just testing theoretical strategies — you're simulating actual market conditions as they happened.
In the world of high-frequency and latency arbitrage trading, success depends on precision, speed, and the ability to forecast how your strategy will behave — before you ever place a trade. Westernpips Back Tester is a specialized module built not just to show you numbers, but to give you a strategic edge. It simulates arbitrage strategies using real historical tick data recorded directly from live market environments, helping you move from guesswork to data-driven execution.
💡 Why It Matters
📡 Backtesting is the core intelligence layer behind every professional trading strategy. You wouldn't launch a satellite without a simulation. Why would you launch a trade?
The Westernpips Back Tester offers you the ability to:
- See how your strategy behaves under real market conditions
- Simulate slippage, latency, and execution delays
- Test on recorded tick data from multiple brokers
- Fine-tune your edge before going live
No theories. No assumptions. Just real historical trading conditions — and real answers.
⚙️ Engineered for Serious Arbitrage Traders
Westernpips doesn’t rely on random candles or interpolated prices. Our system reconstructs the market using actual quote streams from fast and slow providers.
You’re testing against what really happened — not what “should have” happened.
The Back Tester is ideal for:
- Latency Arbitrage
- HFT Algos Simulation
- Slippage Modeling
- Broker Spread Behavior Testing
- Advanced Multi-Broker Coordination
🧠 Supported Arbitrage Strategies
Westernpips Back Tester supports all core algorithms, including OneLegMulti, OneLegHidden, and TwoLegStandart.
Each can be tested with custom parameters such as provider delay, slippage, take profit and stop loss logic, trailing algorithms, and more.
What makes the simulator especially powerful is its ability to incorporate real execution data — including average open/close times, slippage size,
and the probability of zero-slippage trades — and reflect those conditions accurately in simulation reports.
The Back Tester supports simulation of all core Westernpips strategies, including:
🔸 OneLegMulti
Single-leg execution using fast data feed signals — ideal for speed-based divergence. OneLegMulti is a one-sided arbitrage strategy implemented in the Westernpips Private 7 platform. It is designed to enter trades in a single direction (Buy or Sell) based on the price divergence between Fast and Slow (or Signal) quote providers. The strategy evaluates gaps between quotes, applies spread filters, calculates take profit and stop loss levels, and manages trade exits with trailing and reverse-gap logic.
🔸 OneLegHidden
OneLegHidden is a professional tool for real traders who know that milliseconds matter — but stealth matters more. Whether you're bypassing broker limitations, hiding your trading intent, or executing arbitrage on two different platforms — this algorithm gives you the control, speed, and invisibility you need.
🔸 TwoLegStandart
TwoLegStandard is Westernpips Private 7’s time tested arbitrage strategy designed to exploit short lived price discrepancies between two independent quote providers (typically two brokers or two connections to the same broker). Unlike one leg tactics, TwoLegStandard opens simultaneous Buy and Sell positions on the same symbol across two accounts, creating an instant hedge with zero market exposure at entry. The strategy then manages exit conditions to lock in profits as prices realign.
Westernpips Back Tester — Professional Arbitrage Strategy Simulator Powered by Real Time Data
The process of building a working set begins with quote recording, followed by trial live trading using small volume trades. Once you’ve gathered data on execution times and slippage, you input that into the Back Tester, load the tick data, and run your simulation. At this stage, you’ll already see whether your configuration can generate consistent profits under real conditions.
Strategy optimization becomes a process of refinement. You can gradually adjust gap size, take profit levels, stop losses, and trade duration — analyzing how each change affects overall performance and deal profitability. With every iteration, the Back Tester helps you identify which parameters yield the most consistent and profitable results.
What truly sets the platform apart is its attention to detail. You can configure everything from minimum and maximum spreads, to entry conditions based on tick direction, to quote alignment shifts between brokers. While limit orders are not yet fully supported in the tester, they can be used in live trading to further mask trading behavior — provided your broker allows it. The recommended default limit order lifespan is 1000ms.
Building a truly profitable strategy requires patience and persistence. You’ll need to record several days of tick data, test your sets on different days, and ensure your configurations perform consistently across various market conditions. If performance falters or results are unstable, it may be time to consider switching brokers.
Westernpips Back Tester is not just another tool — it's a professional-grade testing environment where real strategies are built from real data. It empowers you to shape and refine your arbitrage models step by step, transforming raw market behavior into a resilient, high-performance strategy. This is a solution for traders who act ahead of the market — not behind it. For those who value precision over instinct. And for those who understand that every millisecond and every pip can translate directly into real-world profit.
📩 Contact us now:
+1 516-584-7654
hft_arbitrage_westernpips
westernpips@gmail.com

