One system, three disciplines.
NeoAlgo is trade execution and risk-management software for algorithmic traders, built around the idea that strategy development, backtesting, and live execution should share one codepath — not three disconnected tools.
Trade & Risk Management
Every order passes through one execution layer.
- Position sizing and exposure limits are enforced before an order is ever placed, not checked after the fact.
- Stop-loss and target management run continuously against live positions, independent of whether the strategy that opened them is still active.
- Order routing respects real exchange sessions and product-type rules — the same execution path is used whether the system is trading live or on paper.
Strategy Development
A structured environment for building trading logic.
- Strategies are defined as parameterized, testable units — not one-off scripts that only run once.
- The same strategy definition runs unchanged across paper and live modes, so what you validate is what eventually trades.
- Configuration is explicit: slots, thresholds, and filters live in one place rather than being scattered through code.
Backtesting Engine
Validate logic before it touches live capital.
- Backtests run against historical data using the same execution and risk rules that govern production trading — not a simplified approximation of them.
- Every backtest produces a full record of the trades it would have made, so the output can be inspected trade-by-trade, not just summarized.
- Strategy iteration happens in the backtest environment first; nothing reaches live capital without having run there.