Institutional-grade quant validation

Strategies that survive reality,
not just the backtest.

Two products, one philosophy: zero overfitting, 100% verifiable. The definitive TradingView indicator and the quant lab that discovers, validates and trades strategies — the statistics banks use, in your hands.

No lock-in · Cancel anytime · DSR · PBO · CPCV · Monte Carlo

139
combos validated with Monte Carlo
16
academically-grounded strategies
9
anti-overfit validation layers
100%
auditable code, no black box

95% of indicators sell you a beautiful backtest… that dies live.

Perfect curves, over-optimized parameters, zero statistics. Alpha Engine does the opposite: it tries to break every strategy with the same tests a quant fund uses. If it passes, it earned it. And we publish the ones that fail too.

Deflated Sharpe (DSR)

Corrects Sharpe for number of trials, skew and kurtosis. Bailey & López de Prado (2014).

PBO & CPCV

Probability of overfit + purged cross-validation. The gold standard in financial ML.

Monte Carlo & Walk-Forward

Realistic worst-case drawdown and the out-of-sample test, not one lucky curve.

Choose your level

Start with the TradingView indicator. Upgrade to the full lab whenever you want to discover your own strategies.

FOR TRADINGVIEW
COMING SOON
29€/mes +IVA

AlphaEngine Apex

Two Pine v6 scripts for TradingView: the Indicator (live context & decision support) and the Strategy (verifiable backtest + signals). 16 academic patterns researched, 8 in the validated Tier-1 catalogue. Verifiable in your own Strategy Tester in 30 seconds.

  • 139 validated symbol/timeframe combos (80 ROCK + 59 SOLID)
  • Honest Dashboard: DSR, IC bootstrap, Monte Carlo, Walk-Forward
  • 10-module decision indicator (Smart Money, Volume Profile, levels…)
  • Text/JSON bot-ready alerts + invite-only access
See all tools ↓
MOST COMPLETE
QUANT LAB

AlphaLab

59€/mes +IVA

Desktop app that mines features, discovers strategies, validates them against overfitting, builds portfolios and trades live signals. 100% local: your data, your machine.

  • Feature Lab + Discovery engine (Optuna + CPCV + DSR + PBO)
  • Leaderboard with family-DSR survival gate
  • 5-mode portfolio · Darwinex-compatible (MDD ≤10%)
  • 24/7 live monitor (FX + Crypto) + Telegram/Email/Webhook alerts + MT4/MT5 EA
See all tools ↓
📈FOR TRADINGVIEW

AlphaEngine Apex

29€/mes +IVA

The indicator your own TradingView confirms

A native Pine v6 strategy: load it, hit Strategy Tester and you'll see exactly the same numbers we publish (PF, Net%, MaxDD). No cherry-picking, no tricks. We even publish the strategies that didn't pass validation.

📟
AlphaEngine Indicator

Your live copilot: context, levels, measured probabilities and alerts. It informs — you decide.

🧮
AlphaEngine Strategy

The verifiable engine: honest backtest, SL/TP signals and bot-ready JSON alerts.

AlphaEngine Indicator en un chart real de TradingView (EURUSD H1, tema Claro)
The Indicator on a real chart (EURUSD H1, Light theme): Regime panel, institutional zones, divergences and the Mesa with the measured % of touching TP and SL. Dark theme also available.

8 Tier-1 strategies (out of 16 researched)

Every pattern is regime-filtered and cites its paper. They only fire where they proved a real edge — 139 validated combos (80 ROCK + 59 SOLID).

TSMOM ★ 46 combos

Time-series momentum: rides the big trends. Moskowitz-Ooi-Pedersen (2012).

Order Block (ICT/SMC) ★ 19

Re-entry at institutional supply/demand zones. Top PF of the catalogue (5.28).

HTF Trend + LTF Pullback ★ 19

Higher-timeframe trend + pullback entry. Highest Net% in v1.3.

Keltner Squeeze ★ 16

Volatility expansion after compression (BB inside Keltner). Top risk-adjusted.

Opening Range Breakout ★ 15

Opening-range breakout confirmed by relative volume. Crabel (1990).

Donchian 55/20 (Turtle) ★ 14

Classic Turtle channel breakout. Faith (2007).

IBS Mean Reversion ★ 6

High-win-rate reversion on internal bar strength. Pagonidis (2013).

VWAP Trend ★ 4

Trend anchored to the real average traded price. Zarattini-Aziz (2023).

Bollinger MR + RSI rejected · published for transparency

Buy fear / sell greed inside ranges. Lo-MacKinlay (1988). Failed the Monte-Carlo revalidation — and we say so.

+ Larry Williams, Liquidity Sweep, Hedging Demand, Intraday Momentum and more — including the rejected ones, fully transparent.

🛡️ The Honest Dashboard — the differentiator

An on-chart table with 22 rows of truth, all visible at once (cherry-picking impossible):

  • DSRprobability the Sharpe is real
  • PF Bootstrap CI 95%if the lower bound > 1.0, the edge is significant
  • Monte Carlo MaxDD P5/P50/P95the real, realistic drawdown
  • Walk-Forward IS/OOSautomatic ⚠ flag if it smells like overfit (and that preset is NOT published)
  • PF por régimenseparate performance in TREND / MREV / RW

"Ask a black-box indicator what its DSR is. If it can't answer, it's curve-fitting, not science."

Regime filters (the safety layer)

Three independent classifiers decide BEFORE any pattern. In a crisis, the system steps aside:

  • Variance Ratio → classifies TREND / MREV / RW (Lo-MacKinlay)
  • Hurst Exponent → confirms persistence/reversion
  • Realized Kurtosis → detects CRISIS and blocks entries (anti flash-crash)

Risk management + visuals

Vol-targeted position sizing, regime-adaptive ATR stops, time-stops, correlation filter and a management heads-up at +1R. On chart: entry arrow, SL line (red), TP (green) and an R-multiple label on close.

🔔 Bot-ready alerts

One single TradingView alert covers everything. The Strategy notifies every open, +1R and close; the Indicator, VPOC/VAH/VAL level touches, broken Order Blocks and regime changes. Text format (for you) or JSON (for PineConnector, 3Commas or your own webhook).

Decision indicator — 10 modules of professional context

Risk Engine

Size for 1% risk, R:R and the measured % of touching TP and SL

Regime Dashboard

Score 0-100, regime, vol, HTF alignment, session

Key Levels

PDH/PDL, weekly/monthly highs, VWAP, round numbers

Volume Profile

VPOC, VAH/VAL, HVN/LVN, naked POCs, delta and per-session measured reach-probability guides

Smart Money

Order Blocks graded A+…D, FVG, BOS/CHoCH, liquidity

Decision Cockpit

Bias, confluence mega-zone detector, patterns

Liquidity & Structure

Buy/sell-side liquidity, OB maturity, divergences

SuperTrend Color

Trend candle coloring (optional)

Session Boxes

Asia / London / NY + kill zones

NY Opening Range

First NY hour + breakout

Student / Expert / Custom view modes and Dark / Light themes. Probabilities are frequencies measured on your own chart (calibrated and verifiable) — they inform but never block: you decide. Full PDF manual included.

🧪QUANT LAB · 100% LOCAL

AlphaLab

59€/mes +IVA

Your quant research desk, on your laptop

AlphaLab doesn't give you 'magic signals': it gives you the complete process of a quant fund — mine features, discover rules, validate them against overfitting, rank them, build a portfolio and trade them live. It all runs on your machine, with your data.

🧪

Feature Lab

Generates millions of candidate features with a causal grammar (no lookahead) and filters them by deflated Information Coefficient, decorrelation and holdout validation. Those that generalize across ≥5 datasets are promoted to GLOBAL. Each market mines its own features on its own data (FX, Futures and Crypto); on FX it also adds cross-asset features from the futures market (real volume, Open Interest, COT, basis) that spot price can't see.

🔭

Discovery engine

Optuna search for rules (single-rule and decision trees) validated with purged CPCV, Deflated Sharpe, PBO, Monte-Carlo, a 5-scenario stress test and anti-leakage meta-labeling, paying real per-symbol costs from the very first trial. A 10-criteria gate (including recency) decides what passes. Nothing that doesn't survive gets in.

🏆

Leaderboard + family-DSR

Master ranking with ~30 columns (Score, DSR, PBO, Calmar, WF R/DD…). The final order is decided by the walk-forward matrix (wf_score): real out-of-sample performance, not the prettiest score. The family-DSR gate corrects for the total number of trials across the whole campaign — exposing the overfitting a single-run DSR hides.

📊

Portfolio constructor (5 modes)

Robustness · R/DD · Return · Sharpe · Balanced. Greedy decorrelation + vol-targeted sizing + a per-strategy, per-market drawdown filter (FX ≤10% Darwinex-compatible · Crypto ≤25% · Futures ≤20%). An ACTIVE→WARN→FROZEN state machine protects the account.

🔄

Anti-decay rotation

Weekly swap proposals: retire decaying strategies (<50) and promote fresh candidates (≥75). Always human-in-the-loop — nothing changes without your approval.

📡

Live monitor + 24/7 daemon

An independent process connects to the live feed (OANDA for Forex, crypto exchanges via ccxt), evaluates each rule on bar close and fires signals (entry/SL/TP) via Telegram, Email, Webhook or the MT4/MT5 EA (on-chart dashboard + optional auto-execution). A watchdog auto-restarts it. Paper mode to test risk-free.

SEE INSIDE

The app, section by section

9 screens, one workflow: from raw data to live signals. Click any screenshot to enlarge.

AlphaLab — Dashboard
📊

1 · Dashboard

The cockpit: active strategies, portfolio Sharpe & drawdown vs the Darwinex limit, score distribution and top-5.

AlphaLab — Data
🗄️

2 · Data

Local OHLCV data catalog. Connect your broker with its API key and download FX, indices, Futures and Crypto in one click (M1 → resampled to every timeframe).

AlphaLab — Feature Lab
🧪

3 · Feature Lab

Mines millions of features with a causal grammar — in every market — keeping only those that generalize out-of-sample (IC, PBO, GLOBAL/SCOPED tier).

AlphaLab — Discovery
🔭

4 · Discovery

Optuna rule search (single or tree) with CPCV, DSR, PBO, meta-labeling and real per-symbol costs. You pick symbols, features and the 10 gates.

AlphaLab — Leaderboard
🏆

5 · Leaderboard

Master ranking with ~30 columns: wf_score, DSR, family-DSR, PBO, Calmar, WF R/DD… real walk-forward decides the order, not a pretty score. Every metric with its tooltip and paper.

AlphaLab — Portfolio
💼

6 · Portfolio

Build and compare portfolios in 5 modes. Equity curve, per-strategy weights and a Darwinex-compatibility check (MDD ≤ 10%).

AlphaLab — Rotation
🔄

7 · Rotation

Weekly swap proposals: retire what decays (<50) and promote the fresh (≥75). Always with your final approval.

AlphaLab — Live Monitor
📡

8 · Live Monitor

24/7 daemon + watchdog, on Forex (OANDA) and Crypto (ccxt venues). Tracks score, drawdown and health of every strategy in real time, with the Darwinex limit drawn.

AlphaLab — Signals
🔔

9 · Signals

Every signal with entry/SL/TP, its outcome (TP/SL/expired) and delivery to Telegram, Email, Webhook (Discord, n8n, WhatsApp…) and the MT4/MT5 EA: a signals dashboard on your chart with optional per-strategy auto-execution.

Markets: FX/Indices, Futures and Crypto Coming soon: Stocks and Smallcaps Data: 215+ brokers (OANDA · MetaTrader 5 · 111 crypto exchanges · Databento) · official FRED/CBOE macro · CFTC COT Privacy: all local, MLflow tracking

Your TradingView confirms it in 30 seconds

Total transparency: our numbers are reproducible by you. No faith, no promises.

1

Load the script

Add AlphaEngine to your TradingView (invite-only access after you subscribe).

2

Hit Strategy Tester

Go to the catalogue's symbol and timeframe. Check PF, Net%, MaxDD.

3

Compare

The same results we publish. If it doesn't match, don't buy it.

An honest comparison

No mud-slinging: every tool has its audience. This is what AlphaLab does differently.

Black-box indicators Classic generators (SQ) AlphaLab
Anti-overfit validation none published ~ WF + Monte Carlo DSR · family-DSR · PBO · CPCV · WF matrix · SPP
Publishes failures full transparency
Mines its own features fixed blocks causal grammar + deflated IC, per market
Realistic trading costs perfect fills ~ configurable real per-symbol cost classes, by default
Research to live TV alerts EA export 24/7 daemon + watchdog + Telegram/Email/Webhook + MT4/MT5 EA
Price ~30-60€/mes 4-figure license 59€/mes · 14-day trial

Simple pricing. 14-day free trial.

No lock-in. Cancel anytime. Prices +VAT.

AlphaEngine Apex

The TradingView indicator

29€/mo +IVA
Coming soon
  • 139 validated combos (Strategy)
  • Honest Dashboard (DSR/MC/WF)
  • 10-module indicator
  • Text/JSON alerts (bots) + SL/TP visuals
  • Forex · Crypto · Indices · Futures
  • Full PDF manuals (Indicator + Strategy)
BEST VALUE · SAVE €9/MO

Complete Pack

AlphaEngine + AlphaLab

79€/mes +IVA
Coming soon
  • Everything in AlphaEngine
  • Everything in AlphaLab
  • Discover in AlphaLab → trade in TradingView
  • Priority support

AlphaLab

The full quant lab

59€/mes +IVA
Start free
  • Full Feature Lab + Discovery
  • Leaderboard + family-DSR
  • 5-mode portfolio · Darwinex-safe
  • Live FX+Crypto · alerts + MT4/MT5 EA
  • 100% local · FX, Futures and Crypto
  • 44-page manual + all-in-one installer

AlphaEngine subscribers are managed via TradingView (invite-only access). AlphaLab ships with a license for your machine.

Frequently asked questions

📈 FOR TRADINGVIEW

AlphaEngine Apex

How do I verify the results are real?

You load the strategy in your own TradingView, hit Strategy Tester on the catalogue's symbol and timeframe, and see exactly the same PF/Net%/MaxDD we publish. No tricks.

Does it repaint?

No. Everything is causal, no lookahead. The strategy passes a no-repaint test and higher-timeframe lookups use lookahead_off.

How is this different from LuxAlgo or other indicators?

Honest statistics and auditable code. We show DSR, PBO, Monte-Carlo and Walk-Forward for every strategy, and we publish the ones that fail too. No 'AI' black boxes.

Which markets and timeframes does it work on?

139 validated symbol/timeframe combos across Forex, indices, crypto and futures (M30 to D1). Each strategy only activates where it proved an edge — the catalog tells you exactly where, with its metrics.

How do I get access after subscribing?

Invite-only access on TradingView: after purchase you send us your TradingView username and we add you to the script (usually within 24h). Nothing to install — it shows up in your Indicators.

🧪 QUANT LAB

AlphaLab

Do I need to know how to code?

No. AlphaLab is a graphical app: install it, pick datasets and click buttons. Zero code.

Do I need a broker account or API key to use AlphaLab?

Not for research: with data downloaded, the whole flow (features → discovery → leaderboard → portfolio) runs on your PC with your data — no broker needed. An API key (or your open MT5 terminal) is only needed to download/refresh data and for the live monitor. Note: AlphaLab is local (your data never leaves your machine) but it is not offline — it needs internet to validate your license. 215+ brokers supported: OANDA, any MetaTrader 5 broker (Darwinex, Pepperstone, IC Markets, FTMO…), 111 crypto exchanges and Databento for futures.

What do I need to run AlphaLab?

A 64-bit Windows 10/11 PC with 8 GB RAM (16 GB recommended for big mining runs). All-in-one installer: no Python or dependencies to install. Everything runs and stays on your machine — your data and strategies never leave your computer.

Do my data and strategies ever leave my PC?

No. AlphaLab is 100% local: your API keys, data, features and strategies live only on your machine. No telemetry, no cloud — the only thing that talks to our server is your license validation.

Are the strategies I discover mine? How do I trade them?

100% yours — discovered on your machine with your data. To trade them: the live monitor sends every signal (entry/SL/TP) via Telegram, Email or Webhook, and the MT4/MT5 EA renders them on your chart with optional per-strategy auto-execution.

How is my subscription managed?

When you subscribe to AlphaLab you receive your license + the download link by email; you install the app and activate it with that license. The trial is 14 days and requires a card: if you don't cancel before day 14 you're charged automatically (€59/mo or €590/yr). Cancel in one click, no lock-in. Payment via Whop (Merchant of Record: handles VAT and invoices). (AlphaEngine Apex, coming soon: invite-only access on TradingView with your username.)

Does this guarantee profits?

No. No serious tool does. We give you rigorous validation and total transparency so you make better decisions. Trading involves risk of loss.

Stop believing in pretty backtests.

Start your 14-day free trial and check it yourself.

Start free now