Your strategies. Your infrastructure.

Take your Python trading strategy live —
on infrastructure you own.

Backtest, risk-manage, and deploy your own strategies to live execution. No cloud lock-in, no subscription, no handing your edge to a black box. You bring the strategy; AlgoDeploy is the engine.

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Python 3.10+ · Windows, Mac, Linux · No subscription required

623+
Automated Tests
11
Built-in Indicators
6
Timeframes
4
Position Sizers
8
Risk Checks

Infrastructure for systematic traders

From backtesting to live deployment — you define the strategy, AlgoDeploy provides the tools to run it.

📊

Dual-Mode Backtester

Vectorized engine for fast iteration, event-driven for complex logic. Long and short strategies, slippage, commissions, and next-bar-open fills built in. Export results to interactive HTML reports.

🔍

Signal Scanner

Composable rule system with 10 technical indicators. Scan your universe, qualify candidates, and pre-compute exit levels in one pass.

🛡️

Risk Management

Four position sizers, eight pre-trade checks, runtime drawdown monitor with circuit breaker. Configurable from conservative to aggressive.

⚡

Live Trading — Equities & Crypto

Automated scan-size-check-execute loop with Alpaca Markets. U.S. equities, ETFs, and crypto (BTC/USD, ETH/USD, etc.) auto-routed by symbol. Intraday data from 1-minute to daily. Dry-run mode lets you validate before risking real capital.

📱

Real-Time Dashboard & Alerts

Monitor positions, equity, risk, and alerts from your browser. WebSocket updates, stop/resume controls, full trade history, plus native Telegram, Discord, and webhook notifications for critical events.

🌊

Regime Filters & Optimization PRO

VIX and SMA regime classification, parameter sweep grid search with heatmaps, walk-forward optimization, and Monte Carlo confidence intervals. Know if your edge is real.

From idea to live in four steps

1

Define Your Strategy

Pick a preset in the dashboard, write a YAML config, or code a Python class. Your call.

2

Backtest It

Click Run or type one command. Full metrics: Sharpe, drawdown, win rate, and interactive HTML reports.

3

Configure Risk

Set position limits, drawdown thresholds, and sizing rules. Start with a preset or go custom.

4

Deploy

Connect your Alpaca account, start the runner, and monitor from the dashboard. Dry-run first.

Three ways to backtest. Zero barriers.

Non-coders get an easy button. Power users get full control. Same engine underneath.

AlgoDeploy Dashboard — Backtest
Mean Reversion SMA Crossover RSI Oversold Breakout
JPM
2020-01-01
2026-01-01
$100,000
close < sma(40) & within 0.3% of low(10)
2.75% stop · 1.5% trail · 12%/60% scale-out
▶ Run Backtest
↓ Results in seconds
Total Return
+5.29%
Sharpe
0.86
Win Rate
60.3%
Max Drawdown
-1.32%

No terminal. No code. Pick a preset, tweak your params, click Run. Full HTML report included.

mean_reversion.yaml
# AlgoDeploy — run with: algodeploy backtest mean_reversion.yaml name: "Mean Reversion" symbol: JPM start: 2020-01-01 end: 2026-01-01 equity: 100000 entry: conditions: - "close < sma(40)" - "close within 0.3% of low(10)" position_size: "5%" exit: hard_stop: "2.75%" trail_activation: "1.5%" trail_ratio: 0.38 scale_out: target: "12%" percent: "60%" output: report.html

One file. One command. algodeploy backtest mean_reversion.yaml — generates a full interactive report with metrics, equity curve, and Monte Carlo analysis.

my_strategy.py
from algodeploy.backtest.strategy import Strategy, Bar, Context from algodeploy.backtest.engine import Engine from algodeploy.backtest.data import YFinanceData class MyStrategy(Strategy): def on_bar(self, bar: Bar, ctx: Context): ind = ctx.indicators if bar.close < ind.sma(40).iloc[-1]: if ctx.position is None: shares = int(ctx.equity * 0.05 / bar.close) ctx.buy(shares, reason="mean_reversion_entry") results = Engine( strategy=MyStrategy(), data_source=YFinanceData(), symbol="JPM", start="2020-01-01", end="2026-01-01", ).run() results.to_html("report.html") # full interactive report

Total flexibility. Override on_bar() for event-driven or generate_signals() for vectorized. Custom indicators, multi-leg entries, anything you can code.

Your data, handled.

No data normalization. No file wrangling. Pick a symbol, set a date range, click Run.

⚡

Built-in Data Sources

Alpaca Markets (free, intraday from 1-minute to daily with years of history) and Yahoo Finance (free, daily) are built in. Enter a symbol and go — the engine pulls clean OHLCV bars at the timeframe you choose.

📄

CSV & Custom Sources

Have your own data? Drop in a CSV or implement the simple DataSource interface to connect any API or database. Bring your data if you want to — but you don't have to.

⛳

No Normalization Required

Built-in sources deliver normalized, split-adjusted OHLCV data ready for backtesting. No cleaning, no mapping, no formatting. The engine handles it so you can focus on strategy logic.

Simple, one-time pricing

Pay once, own it forever. Full source code included.

Student
Free
Valid .edu email required
  • Vectorized backtesting engine
  • Yahoo Finance & CSV data
  • All 11 built-in indicators
  • Equity curve chart
  • Up to 3 strategies
Get Started Free
Starter
$99
One-time payment · Lifetime license
  • Full backtesting — vectorized & event-driven
  • All data sources (Yahoo, Alpaca, CSV, custom)
  • Long & short strategies with slippage & commissions
  • Interactive HTML reports with equity & drawdown charts
  • Signal scanner with 10 indicators
  • Risk management (4 sizers, 8 checks, monitor)
  • Live trading with Alpaca — 6 timeframes
  • Real-time monitoring dashboard
Get Starter — $99
Pro
$249
One-time payment · Everything in Starter plus:
  • Everything in Starter included
  • Market regime filters (VIX & SMA) with custom thresholds
  • Regime-annotated reports — overlays & per-regime metrics
  • Parameter sweep grid search with heatmap reports
  • Walk-forward optimization — detect overfitting
  • Monte Carlo simulation — confidence intervals on returns
  • Full HTML reports — sweep, walk-forward, Monte Carlo
Get Pro — $249
Quant
$499
One-time payment · Everything in Pro plus:
  • Everything in Pro included
  • Multi-strategy portfolio backtesting
  • Strategy comparison reports — side-by-side analysis
  • White-label reports — your branding, your logo
  • API access — programmatic backtest & sweep control
  • Extended Monte Carlo — regime-conditional analysis
  • Signal scoring engine — multi-signal composite system
Get Quant — $499

Maintenance & Community

All software updates, new broker integrations, priority email support, private Discord, strategy discussion, and early access to new features.

Your one-time license never expires. Non-subscribers keep the version they purchased forever. Active subscribers receive all updates automatically.

$10/mo
or $100/year (save 17%) · Cancel anytime

Frequently asked questions

What do I need to get started?
Python 3.10 or newer and a computer. AlgoDeploy runs on Windows, Mac, and Linux. For live trading, you'll need a brokerage account — a free Alpaca Markets account, or Interactive Brokers (via TWS/IB Gateway). No other subscriptions or data feeds required.
Is this investment advice or a trading platform?
No. AlgoDeploy is software middleware — development tools and infrastructure. It does not make trading decisions, provide trading signals, recommendations, or advice. You bring your own strategies and logic. You are solely responsible for all trading decisions and outcomes. Backtested results are hypothetical and do not guarantee future performance.
What brokers are supported?
Alpaca Markets (US equities & crypto) and Interactive Brokers (US equities, single-leg options & crypto) — both support paper and live trading. Schwab is on the roadmap. Active Maintenance subscribers receive new broker integrations automatically. The broker interface is abstract, so you can also implement your own adapter.
What can I trade through Interactive Brokers?
US equities, single-leg US equity options (via standard OCC symbols), and crypto. You connect your own IBKR account — paper or live — through Trader Workstation (TWS) or IB Gateway running on your machine with the API enabled. Multi-leg option spreads, futures, forex, and non-US exchanges are on the roadmap. Outside the US? You can trade US markets through your IBKR account from anywhere IBKR operates. Live option quotes require an OPRA market-data subscription through IBKR; backtesting data does not.
What asset classes can I trade?
U.S. equities and ETFs through Alpaca at launch. Cryptocurrency is also supported — AlgoDeploy auto-detects crypto symbols (like BTC/USD or ETH/USD) and routes them through Alpaca's crypto data feed. See examples/crypto_btc.yaml for a complete crypto config. Single-leg US equity options are supported through Interactive Brokers (standard OCC symbols). Multi-leg option spreads, futures, and forex are not yet supported.
Can I get alerts on Telegram or Discord?
Yes. The notification system has native Telegram and Discord channels in addition to generic webhooks (Slack, PagerDuty, etc.). Configure them from the dashboard's Build Config tab or directly in your YAML. Critical events (order failures, broker errors, risk halts) trigger alerts; everything is also logged locally to the immutable audit log regardless.
Do I need the maintenance subscription?
No. Your one-time purchase gives you a perpetual license — the version you buy is yours forever. The optional $10/mo (or $100/year) Maintenance & Community plan gives you all future updates, new broker integrations, priority email support, and private Discord access. Cancel anytime.
What happens if I cancel the subscription?
You keep the version of the software you had at the time of cancellation, forever. You can resubscribe anytime to get the latest updates and features.
What data sources can I use?
Yahoo Finance (free, daily data), Alpaca Markets (free, intraday from 1-minute to daily with years of history), CSV files, or any custom source you implement. The DataSource interface is simple to extend for any API or database.
Do I need to know Python?
No. You can build and backtest strategies entirely from the dashboard UI or a simple YAML config file — no code required. Power users who want full control can write Python classes with the event-driven or vectorized API. All three methods use the same engine.
Will my backtest results match live execution?
The live trading runner uses the same signal evaluation, risk checks, and position sizing code as the backtester — there is no separate implementation. Paper trading (dry-run mode) is built in so you can validate before risking real capital. That said, no system can guarantee perfect backtest-to-live parity. Slippage, fill timing, and market impact are real. The backtest engine supports configurable slippage and commission modeling to help you account for this, and every live order is logged to an immutable audit trail for comparison.
What's your refund policy?
Your 7-day free trial is the safety net — you don't pay anything until day 8, so you can install, backtest, and paper-trade before spending a dollar. If something goes wrong after payment, email support@algo-deploy.com and we'll make it right.

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Professional-grade software tools at a fraction of the cost of platform subscriptions. You bring the strategy.

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