Can I backtest a strategy without knowing how to code?

Yes. Our strategy studio is a visual rule builder: you compose entries, exits, filters and risk rules from dropdowns and building blocks (25 indicators, price structure, risk modules), and the engine backtests the result on real exchange data — no Python, no Pine, no spreadsheets. The free public backtester needs even less: pick a preset and a date, get a validated result in a minute.

No-code doesn't mean no rigor: every studio backtest can run the same walk-forward validation, Monte Carlo simulation and robustness scoring a quant would demand. The code was never the hard part — the validation discipline is, and that's built in.