Natural language in. Real broker slippage out. Backtested against 14 years of NQ tick data, fused with 11 other live data sources — including every trade our specialists have ever made.
Toggle which feeds the backtest considers. Proprietary sources (highlighted) are exclusive to ChartHustle — nobody else can run these against NQ.
One strategy, multiple stop-placement philosophies tested simultaneously. Pick the variant with the best risk profile — or submit the winner to Forge. The Lab runs them all in one shot across full 14-year history.
One click generates Pine Script v5 from your winning variant. Paste into TradingView for visual confirmation or live alerting. Also exports to NinjaScript, ThinkScript, and raw JSON.
// @version=5 // Generated by ChartHustle · The Lab strategy("NY Open Fade · Stop Above Range", overlay=true, initial_capital=25000, default_qty_type=strategy.fixed, default_qty_value=2) // Inputs sourced from backtest variant 3 gapThreshold = input.float(0.5, "Gap % Threshold", step=0.1) vixMax = input.float(18.0, "VIX Ceiling") rangeMins = input.int(5, "Opening Range (min)") // Opening range (first 5 min of NY cash) isFirstBars = (hour == 9 and minute < 35) rangeHigh = ta.highest(high, rangeMins) rangeLow = ta.lowest(low, rangeMins) // Entry: gap > 0.5%, VIX < 18, fade after first bar closes below range low gapPct = ((open - close[1]) / close[1]) * 100 canEnter = gapPct > gapThreshold and not isFirstBars and close < rangeLow // Stop: above range high · Target: 2R below entry stopLevel = rangeHigh + syminfo.mintick riskPts = stopLevel - close targetLevel = close - (riskPts * 2) if canEnter and strategy.position_size == 0 strategy.entry("Short", strategy.short) strategy.exit("Exit", "Short", stop=stopLevel, limit=targetLevel)
Other backtesters assume perfect fills at the signal price. Ours replays your strategy through our TopStep sim ledger — real slippage, real latency, real commissions. Results you can trust.
Every trade our specialists have taken — 48,192 fills across 6 archetypes — is available as a data layer. Test your strategy against regimes where they won or lost. Nobody else has this.
Price action alone is 90's backtesting. Ours layers VIX regimes, FOMC windows, news sentiment vectors, social flow, options OI — and lets you toggle which feeds the strategy considers.
Our grid search has already tested 1.2 billion parameter combinations. Every member submission adds to the shared knowledge base — your backtests compound the platform's edge, not just yours.
Pass the three gates (PF ≥ 1.3, n ≥ 100, survived 2+ regime samples) → submit to Forge. If it holds through 30 days of paper, it joins the live squad as a named specialist with your attribution.
Member submissions at each stage of graduation. Clear view of what's been proposed, what's being tested, what's live.
Submit your strategy. Watch it run against real broker fills. If it beats the benchmarks, it earns a seat.
Included with membership · $79/mo · 1 click to run · submit unlimited to Forge