# TextToQuant

> TextToQuant turns a trading strategy written in plain English into an exact, deterministic set of rules, backtests it against real market history, and returns a graded report. It covers crypto, forex and equities, and every run reports its own honesty flags for zero fees, missing stops and too few trades, so a result that does not prove anything says so.

- You describe a strategy in plain English; the parser compiles it into explicit entry, exit, risk and timeframe rules and shows you those rules before it runs.
- Backtests run on real historical market data for crypto, forex and equities.
- Every run is graded, and carries honesty flags for the things that make a backtest lie: zero modelled fees, no stop loss, a sample too small to mean anything.
- Robustness tooling is first class: parameter sweeps, walk forward validation, Monte Carlo simulation, and edge broken down by market regime.
- Strategies can be exported to TradingView Pine Script, and custom indicators can be written in Pine, JavaScript or Python.
- There is a hosted MCP server, so an AI agent can run the whole workflow as tool calls: parse, backtest, validate, share.
- Results can be shared as a public, revocable link to a full interactive report.

Not what it does:
- Live order execution or broker connectivity. TextToQuant does not place trades.
- Tick level or sub minute microstructure research. The finest supported bar is one minute.
- Financial advice. Output is historical simulation, not a recommendation.

Every documentation page is also available as raw Markdown by appending `.md` to its URL (for example https://docs.texttoquant.com/reference/metrics.md).

## For agents

- [Agent guide](https://www.texttoquant.com/agents.md): how to connect, authenticate, what each tool does, and what a run costs. Markdown.
- [MCP endpoint](https://www.texttoquant.com/api/mcp): hosted Model Context Protocol server, streamable HTTP, OAuth 2.1.
- [OpenAPI contract](https://www.texttoquant.com/api/v1/openapi.json): the REST surface, OpenAPI 3.1.
- [Reading a result](https://www.texttoquant.com/academy/reading-a-result.md): how to interpret a run and report it honestly. Read this before relaying any backtest from this platform to a person.

## Start here

- [Documentation](https://docs.texttoquant.com): the full reference, organised by Diátaxis.
- [Academy](https://www.texttoquant.com/academy): 12 lessons from first strategy to validating an edge. Every lesson is also served as raw Markdown at /academy/<slug>.md.
- [Glossary](https://www.texttoquant.com/academy/glossary): 31 terms defined in plain English.
- [Methodology](https://www.texttoquant.com/methodology): how backtests are executed and graded.

## Documentation

- [The pipeline](https://docs.texttoquant.com/start/pipeline): Query → parse → indicators → backtest → report, in 60 seconds.
- [Query shape](https://docs.texttoquant.com/start/query-shape): The anatomy of a strategy sentence: direction, asset, conditions, exits, timeframe.
- [Write your first strategy](https://docs.texttoquant.com/guides/first-strategy): Go from a plain English idea to a scored backtest.
- [Read a backtest report](https://docs.texttoquant.com/guides/read-a-report): How to interpret every panel of the results view.
- [Validate an idea](https://docs.texttoquant.com/guides/validate-an-idea): Use robustness, out of sample and Monte Carlo to pressure test an edge.
- [Build a portfolio](https://docs.texttoquant.com/guides/build-a-portfolio): Assemble several assets into one shared capital book, review the per asset split, and run it.
- [Create a custom indicator](https://docs.texttoquant.com/guides/custom-indicators): Bring your own signal from Pine or a CSV, save it, and reference it in any query with an @ tag.
- [Screen the market](https://docs.texttoquant.com/guides/screener): Scan the whole crypto universe for a setup happening right now: the live counterpart to a backtest.
- [Work with the AI copilot](https://docs.texttoquant.com/guides/copilot): The in app assistant that helps you compose strategies and interrogate a finished run.
- [Share, fork & the gallery](https://docs.texttoquant.com/guides/share-and-fork): Publish a private, revocable link to a run, fork someone else's strategy, and browse the community gallery.
- [Export to TradingView](https://docs.texttoquant.com/guides/export-to-pine): Pine Script export: turn a validated strategy into a Pine v6 script.
- [Metrics](https://docs.texttoquant.com/reference/metrics): Every performance metric TextToQuant reports, what it means, and how to read it.
- [Query syntax](https://docs.texttoquant.com/reference/query-syntax): The full grammar of a strategy query.
- [Indicators](https://docs.texttoquant.com/reference/indicators): 200+ built in indicators and 61 candlestick patterns.
- [JavaScript indicators](https://docs.texttoquant.com/reference/javascript-indicators): Write an indicator in plain JavaScript: the three exports, ta.* helpers, sandbox limits, and the NaN warm up rule.
- [Python indicators](https://docs.texttoquant.com/reference/python-indicators): Write an indicator in Python: the three names, ta.* helpers, sandbox limits, and the NaN warm up rule that `is not None` will not catch.
- [Markets & data](https://docs.texttoquant.com/reference/markets): The asset classes you can backtest, covering crypto, stocks, forex and metals, and how a symbol resolves to a data venue.
- [Limits](https://docs.texttoquant.com/reference/limits): What each asset class and each indicator language can and cannot do, the bar ceilings on a run, and which timeframes your plan may use.
- [Operators & conditions](https://docs.texttoquant.com/reference/operators): Comparisons, crosses, ranges and boolean logic.
- [Phrasing families](https://docs.texttoquant.com/reference/phrasings): Ways of saying a condition beyond a plain comparison: range position, streaks, recency, relative volume and volatility scaled moves.
- [Entry & exit logic](https://docs.texttoquant.com/reference/entry-exit): How entries, exits, stops and targets are evaluated.
- [Portfolios](https://docs.texttoquant.com/reference/portfolio): Run several assets from one shared capital pool: rosters, contention, rebalancing, risk controls, deposits and withdrawals, the book report, and the known limits behind a surprising zero.
- [Analysis & export](https://docs.texttoquant.com/reference/analysis): Regime context, probability scans, Monte Carlo, and exporting a run.
- [Robustness](https://docs.texttoquant.com/reference/robustness): The overfitting verdict and the checks behind it.
- [Execution model](https://docs.texttoquant.com/concepts/execution-model): Fills at the signal bar's close, conservative intrabar ordering, and why look ahead is impossible.
- [Costs & fees](https://docs.texttoquant.com/concepts/costs): How commissions, slippage and position sizing are modelled.
- [Plans & credits](https://docs.texttoquant.com/concepts/plans-and-credits): What a credit is, which actions spend one, and where to watch your usage.
- [Overfitting](https://docs.texttoquant.com/concepts/overfitting): Why a good backtest is not the same as a good strategy.
- [Authentication](https://docs.texttoquant.com/api/authentication): API keys, scopes and the request envelope.
- [REST endpoints](https://docs.texttoquant.com/api/endpoints): The backtesting API: run backtests and read results over HTTP.
- [MCP server](https://docs.texttoquant.com/api/mcp): Connect TextToQuant to Claude and other MCP clients.
- [Versioning & deprecation](https://docs.texttoquant.com/api/versioning): What v1 guarantees, how changes are announced, and how much notice you get.

## Academy

- [Your first strategy](https://www.texttoquant.com/academy/first-strategy): How a plain English sentence becomes a backtest.
- [Reading the parsed rules](https://www.texttoquant.com/academy/parsed-rules): Why there are no hidden AI decisions.
- [Indicators & signals](https://www.texttoquant.com/academy/indicators-and-signals): The building blocks: trend, momentum, and bands.
- [Entries, exits & stops](https://www.texttoquant.com/academy/entries-exits-stops): Every strategy needs a way in and a way out.
- [The overfitting trap](https://www.texttoquant.com/academy/overfitting-trap): Why a great backtest can be a lie.
- [Out of sample is the real test](https://www.texttoquant.com/academy/out-of-sample): Holding data back to catch curve fitting.
- [Monte Carlo & robustness](https://www.texttoquant.com/academy/monte-carlo): How much of your result is luck?.
- [Deflated Sharpe & the multiple testing tax](https://www.texttoquant.com/academy/deflated-sharpe): Why trying 100 ideas inflates the best one.
- [Position sizing & risk per trade](https://www.texttoquant.com/academy/position-sizing): How much to bet is bigger than what to bet on.
- [Stops, targets & R multiples](https://www.texttoquant.com/academy/stops-targets-r-multiples): Thinking in R instead of dollars.
- [Confirm across timeframes](https://www.texttoquant.com/academy/multi-timeframe): Higher timeframe context filters bad trades.
- [Execution realism](https://www.texttoquant.com/academy/execution-realism): The gap between a backtest and a real account.

## Pricing

- Free: no charge, no card. Run five real backtests on real market data.
- Pro: $47/month, or $28/month billed annually. Validate an idea properly, every month.
- Power: $99/month, or $59/month billed annually. Full AI validation for advanced edge building.
- Quant: $499/month, or $299/month billed annually. Research at volume. 20 seats, then it closes.
- Enterprise: custom pricing, contact sales. For prop firms, funds, and trading teams.
- [Full pricing and FAQ](https://www.texttoquant.com/pricing)

## Writing

- [The Best AI for Trading in 2026: What Actually Helps, and What Only Sounds Like It Does](https://www.texttoquant.com/blog/best-ai-for-trading): An honest guide to the best AI for trading in 2026 by category: chat assistants, AI powered backtesting, code generation, screeners, sentiment models and bots.
- [Quantitative Trading for Beginners: What It Is and How to Start](https://www.texttoquant.com/blog/quantitative-trading-for-beginners): What is quantitative trading and how do I start? A beginner's guide to algo trading basics, the five parts of every system, and starting without code.
- [Sharpe Ratio and the Backtest Metrics That Actually Matter](https://www.texttoquant.com/blog/sharpe-ratio-and-backtest-metrics): Sharpe ratio metrics for backtesters: what a good Sharpe looks like, why the deflated Sharpe ratio exists, and the six backtest numbers to read in order.
- [Stop Loss and Take Profit Targets: How to Set Them and How to Test Them](https://www.texttoquant.com/blog/stop-loss-and-take-profit-targets): Where to place stop loss targets and take profit levels, what each method assumes, how to size risk per trade in R multiples, and how to backtest the exits.
- [Walk Forward Analysis Explained: The Out of Sample Test Your Backtest Needs](https://www.texttoquant.com/blog/walk-forward-analysis-explained): Walk forward analysis explained: why the in sample vs out of sample split matters, how to read a result window by window, and how to run one without code.
- [What Is Backtesting in Trading, and Why Does It Matter?](https://www.texttoquant.com/blog/what-is-backtesting-in-trading): What is backtesting in trading and why does it matter? What a backtest measures, how to run one step by step, and the questions no backtest can answer.
- [We Ran 4,829 Backtests. Only 4.2% Cleared a Basic Quality Bar.](https://www.texttoquant.com/blog/what-4829-backtests-actually-did): An honest audit of our own backtest corpus: 4,096 distinct strategies, how many were profitable, how few survived a minimum Sharpe and profit factor bar, and the paired test showing that switching on trading costs flipped one in five winners into losers.
- [How to Backtest a Trading Strategy Without Coding](https://www.texttoquant.com/blog/how-to-backtest-a-trading-strategy-without-coding): A practical guide to backtesting a trading strategy without writing code: what a valid backtest requires, how to run one in plain English, and the mistakes that quietly invalidate your results.
- [How to Backtest an EGX Strategy: A Quant Guide to the Egyptian Exchange](https://www.texttoquant.com/blog/how-to-backtest-an-egx-strategy): How to backtest trading strategies on EGX stocks: the Egyptian Exchange's market structure quirks, where the data comes from, and how to adapt standard strategies to EGX conditions.
- [How to Validate a Trading Idea (Most Backtests Are Lying to You)](https://www.texttoquant.com/blog/how-to-validate-a-trading-idea): A good-looking backtest proves almost nothing. This guide covers real trading strategy validation: the multiple-testing problem, deflated Sharpe, walk-forward analysis, Monte Carlo, and why a DISCARD verdict is a feature.

## Optional

- [Changelog](https://www.texttoquant.com/changelog): what shipped, dated.
- [Status](https://status.texttoquant.com): independent uptime monitoring.
- [Security](https://www.texttoquant.com/security): data handling, subprocessors, vulnerability disclosure.
- [Terms](https://www.texttoquant.com/terms) · [Privacy](https://www.texttoquant.com/privacy)

- [Full text of every page](https://www.texttoquant.com/llms-full.txt): docs, academy and glossary prose in one file.