Documentation

Getting Started

From zero to a validated trading strategy in five steps. No coding required.

What you need before starting: Historical market data for your instrument in CSV format — data you own or have the right to use. That’s it. Everything else runs inside partiqon.
01

Convert your data with DataConvert

partiqon uses a compact binary format called BAR6. DataConvert is a free, open-source tool that converts your CSV data into BAR6. It runs locally — your raw data never leaves your computer.

Download DataConvert, point it at your CSV export, set your symbol name and timeframe, and click Convert. You get a .bin file.

→ Step-by-step DataConvert guide

02

Upload your data file

In the workspace, go to Settings → Data and upload the .bin file you just created. Select the matching symbol and timeframe. partiqon will confirm the file is valid and show you the date range it covers.

💡 You can upload multiple files — one per symbol/timeframe combination. They're stored in your account and available for any strategy.
03

Build your strategy — three ways

Pick whichever method suits you:

  • Graph editor: Drag blocks onto the canvas, connect them visually. No code. 70 block types covering indicators, conditions, entries, exits, and trailing stops. Block reference →
  • Text2Strategy: Describe your strategy in plain language — "RSI below 30, EMA slope up, enter long with 1.5 ATR stop" — and partiqon builds the graph for you. Text2Strategy guide →
  • Pine Script import: Already have a TradingView strategy? Import it and run it on your own data. Pine import guide →
💡 Not sure what blocks to connect? Start with Text2Strategy — it gives you a runnable graph you can then edit manually.
04

Run your first backtest

With a graph open, click Backtest in the settings panel. Set a date range, initial capital, and spread. Click Run.

Results include: equity curve, profit factor, win rate, max drawdown, Sharpe ratio, and a full trade-by-trade breakdown. The backtest runs in the background — you can do other things while it runs.

→ How backtesting works

💡 Start with a wide in-sample period (e.g. 2020–2023) and save a separate out-of-sample window (2024–present) for validation. Never optimise on data you intend to test on.
05

Optimise and validate

Mark input constants as tunable in the graph editor. Then use PSO Optimize to automatically find the best parameter values across your in-sample period.

Run Walk-Forward Validation to check whether the optimised parameters generalise to data they weren't trained on. A strategy that holds up out-of-sample is ready to consider for live trading.

→ PSO and walk-forward explained

💡 A profit factor above 1.5 in-sample and above 1.0 out-of-sample, consistent across all walk-forward blocks, is a strong robustness signal.

What's next?

Once a strategy passes walk-forward validation, you can re-optimise quarterly to keep parameters current. Paper-trade first — run the strategy on live data in demo mode for a few weeks before committing real capital.

Explore the full documentation: