What is Time-Based Forex Entries?
High-performance C++ backtester for 14 forex pairs (Mar–Dec 2024) using 5-minute data. Test time-based strategies with custom entry times and R:R ratios. Get P/L, win rate, drawdown, daily returns. Export results to optimize for prop firm challenges.
Problem
Forex traders manually backtest strategies or use generic tools, leading to time-consuming processes and inability to optimize for specific entry times/R:R ratios, resulting in suboptimal prop firm challenge outcomes.
Solution
A high-performance C++ backtesting tool enabling users to test time-based forex strategies with custom entry times, risk-reward ratios, and detailed performance analytics (P/L, win rate, drawdown) across 14 currency pairs.
Customers
Forex traders and algorithmic trading developers targeting prop firm challenges, aged 25–45, with intermediate-to-advanced technical skills in trading systems.
Unique Features
Optimized 5-minute granularity testing for 14 forex pairs (Mar–Dec 2024 datasets), customizable strategy parameters, and exportable metrics tailored for prop firm qualification criteria.
User Comments
Saves hours in strategy validation
Accurate drawdown calculations critical for challenge compliance
Limited currency pair coverage
Steep learning curve for non-coders
Clear daily return visualizations
Traction
Launched on ProductHunt with 100+ upvotes, ~500 active users since March 2024, integrated into 3 prop trading communities.
Market Size
The global algorithmic forex trading market handles $7.5 trillion daily (BIS 2022), with retail traders contributing 5–7% of volume.
