What stocks can I backtest with Build Alpha?

Both listed and delisted securities. Build Alpha supports any country's stocks with options for multiple account currencies. Custom stocks, pairs, and synthetic instruments are all supported with no limitations.

How much historical stock data does Build Alpha have?

The database subscription includes access to all symbols and asset classes with intraday data going back to 2006 across 1-minute to monthly timeframes. Daily data is built-in and free. You can also import your own data in text or CSV format.

Does Build Alpha support day trading and intraday strategies?

Yes. Build Alpha supports any timeframe and has features specifically for intraday traders: custom time windows, force end-of-day exits, intraday edge search, and hidden intraday checks for max trades per day, max P&L, and more.

Can I create custom indicators in Build Alpha?

Yes, in two ways. The no-code signal editor lets you combine any indicators, comparison operators, and parameters visually. For advanced users, Build Alpha also supports custom Python scripts that integrate directly with the genetic algorithm.

What brokers and data providers does Build Alpha integrate with?

Build Alpha integrates with TradeStation, Interactive Brokers, QuoteMedia, Norgate, Binance, Kucoin, Kraken, and more. It also generates automatable code for TradeStation EasyLanguage, NinjaTrader C#, MetaTrader 4/5, TradingView Pine Script, MultiCharts, and Python.

Stock Algorithmic Trading
Software, No Code Required

Name: Build Alpha, Stock Algorithmic Trading Software
Author: David Bergstrom

Build, backtest, and automate stock trading strategies using 7,000+ signals, pre/post-market data, chart patterns, and institutional-grade robustness testing. From idea to live algo in minutes.

7,000+ SignalsStocks & ETFs1-Min to MonthlyPre/Post MarketChart PatternsNo Coding

Watch Demo Get Build Alpha

How Stock Algo Trading Works in 5 Steps

Choose Your Symbols

Select a single stock, basket of ETFs, or entire universe. Build Alpha returns the best strategies for that symbol, or the best systems that work across the entire basket.

Build Alpha stock symbol selection interface showing individual stock and ETF basket choices for algorithmic trading strategy generation — Select individual stocks, ETFs, or entire baskets, Build Alpha finds what works

Select Entry & Exit Signals

Build Alpha's library covers 7,000+ signals. Set parameter ranges and the genetic algorithm optimizes lengths and thresholds automatically:

📅 Seasonality & Time

📊 Price Action & Candles

📈 Technical Indicators

📉 Volume & Volatility

💹 Chart Patterns

🏛️ Fundamentals

📡 Market Breadth

📰 Economic Events

🎯 Options & Gamma

Build Alpha moving average parameter optimization showing SMA length range from 10 to 200 incrementing by 10 for automated stock trading strategy development — Set parameter ranges, here, Close crossing above SMA with length 10 to 200, step 10

Set Automated Filters

Tell Build Alpha which strategies are acceptable. Filter by profit factor, drawdown, number of trades, winning percentage, or advanced robustness testing criteria. Only see strategies you actually want.

Build Alpha automated workflow filters showing performance metric thresholds for profit factor drawdown trade count and robustness test pass requirements — Set filters once, only view strategies that meet your exact criteria

Hit Simulate

Build Alpha's genetic algorithm learns from your inputs and historical data, then builds thousands of trading strategies. Results update continuously and can be paused or stopped at any time. Machine learning creates and improves strategies automatically.

Build Alpha results window showing generated algorithmic trading strategies sorted by performance metrics with equity curves for stock and ETF backtesting — The results window continuously updates with better strategies as the genetic algorithm evolves

Validate & Deploy

Run strategies through institutional-grade robustness tests, Monte Carlo simulation, Noise Test, out-of-sample testing, walk-forward optimization, and more. Then generate automatable code with one click.

Build Alpha Monte Carlo simulation analysis for stock trading strategy validation showing equity curve projections and drawdown distribution for robustness testing — Monte Carlo simulation, stress-test drawdowns and streaks before risking capital

Stock-Specific Trading Features

📊

All Listed & Delisted Securities

Intraday data back to 2006 across 1-minute to monthly timeframes. Daily data built-in and free. Import your own via CSV/TXT.

🌅

Pre & Post-Market Signals

Use pre/post-market data as signals. Trade only when pre-market volume is above average, or wait until price breaks the pre-market high.

⏰

Time Windows & Force EOD Exit

Restrict trading to morning, afternoon, or custom sessions. Force end-of-day exits so day traders take zero overnight risk.

📐

Chart Patterns & Technical Analysis

Head and shoulders, bull flags, pennants, wedges, ascending triangles, all backtestable as entry/exit signals or displayed on live charts.

Pre & Post-Market Data

Build Alpha pre and post market stock trading signal configuration showing extended hours data filters for algorithmic strategy development — Use pre/post-market volume and price levels as entry signals or filters

Force End-of-Day Exits

Automated Chart Pattern Recognition

Build Alpha automated technical analysis detecting rising wedge chart pattern on stock price data for algorithmic trading signal generation — Automated pattern detection, rising wedge identified and backtestable

Test how any chart pattern performs with specific stop loss and profit target configurations across entire stock universes. For example, test the ascending triangle with a 2 ATR stop and 2.5 ATR profit across all Nasdaq stocks, in under 15 seconds:

Ascending triangle chart pattern backtested with ATR stop loss and profit target across Nasdaq stocks in Build Alpha algorithmic trading software in 15 seconds — Ascending triangle + 2 ATR stop + 2.5 ATR profit across all Nasdaq stocks, 15 seconds

Quick Test: Instant Market Insights

Want to know the best time to exit? When most stocks break their pre-market high? What times your stop losses are hit? Quick Test gives you high-level insights to refine your risk management.

Build Alpha Quick Test results showing intraday stock trading insights including optimal exit times stop loss hit times and pre-market breakout analysis — Quick Test, instant insights on exit times, stop hit patterns, and pre-market breakout windows

Custom Signals & Indicators

Can't find what you need in the 7,000+ signal library? Build your own, two ways.

Prompt to Signal

Type any signal idea in plain English and any connected AI converts the concept into Build Alpha’s backend. The signal is then selectable, testable, optimizable, and exportable to any platform Build Alpha supports.

No-Code Signal Editor

Combine any indicators, comparisons, math operators, and parameter values visually. Here's one that only trades when 4-period RSI has closed below 12 at least 3 times in the past 5 days:

Build Alpha no-code custom indicator builder creating RSI-based entry signal requiring 4-period RSI below 12 at least 3 times in 5 days for stock trading strategy — Custom signal: 4-period RSI below 12, at least 3 times in the past 5 days, no code

Another example, the 2-period RSI divided by 4-period RSI compared against a price-to-moving-average ratio:

Build Alpha custom indicator builder showing complex RSI division and moving average ratio comparison for advanced algorithmic stock trading signal creation — Complex custom signal with division, multi-indicator comparisons, all built visually

Python Integration

For advanced users, add custom entry and exit signals using Python scripts that integrate directly with the genetic algorithm. Read more about using Python in Build Alpha.

Data & Broker Integrations

Use the Build Alpha database (professionally cleaned, intraday back to 2006) or pull live data from your existing broker:

TradeStation

Interactive Brokers

QuoteMedia

Norgate

Binance

Kucoin

Kraken

Massive

Tradier

Build Alpha broker and data provider integrations showing TradeStation Interactive Brokers QuoteMedia Norgate and cryptocurrency exchange connections for stock algorithmic trading — Live data connections, monitor positions, P&L, and automated trades across all asset classes

💡 Code Generation

Build Alpha generates automatable code for TradeStation EasyLanguage, NinjaTrader C#, MetaTrader 4/5, TradingView Pine Script, MultiCharts, ProRealTime, and Python for Interactive Brokers. One click from backtest to live deployment.

Day Trading & Intraday Features

Build Alpha supports any timeframe with features specifically built for intraday traders:

⏰ Custom time windows, restrict algo trading hours

🚪 Force end-of-day exit, zero overnight risk

🔍 Intraday Edge search, find profitable intraday windows

🛡️ Hidden Intraday Checks, max trades/day, max P&L, total trades

System Requirements

💻

Windows OS

Mac via Parallels or Build Alpha's latest update

🧠

8 GB+ RAM

More RAM + CPU cores = faster simulations

FAQ

Both listed and delisted securities. Build Alpha supports any country's stocks with multiple account currencies. Custom stocks, pairs, and synthetic instruments are all supported.

The database subscription includes intraday data back to 2006 for all symbols and asset classes. Daily data is built-in and free. You can also import your own data in text or CSV format.

Yes. Custom time windows, force end-of-day exits, intraday edge search, and hidden intraday checks for max trades per day, max P&L per day, and more.

Yes, two ways. The no-code signal editor lets you combine any indicators and parameters visually. For advanced users, Python integration lets you add custom scripts directly into the genetic algorithm.

TradeStation, Interactive Brokers, QuoteMedia, Norgate, Binance, Kucoin, Kraken, and more. Build Alpha also generates code for TradeStation EasyLanguage, NinjaTrader C#, MetaTrader 4/5, TradingView Pine Script, MultiCharts, and Python.

Yes, sample strategies on the blog, private forum, and a starter pack of ten simple strategies. These are building blocks, not something to blindly follow or copy trade.

Yes. Fees can be set per share or as a percentage of total volume. Position sizing, risk management, and commission settings are all fully adjustable in the settings menu.

David Bergstrom

Founder, Build Alpha

A decade-plus in professional trading as a market maker and quantitative strategy developer at a high-frequency trading firm with a CME seat. Self-taught C++, C#, and Python programmer specializing in data science, machine learning, and trading strategy development.