Research agent
Improves a strategy toward your goal with backtests, then checks the finished version on a held-out final test.
Give it a task and a budget. It edits a copy of your strategy, runs backtests on the LEAN engine and tests its finished version on dates it never saw. You review the result and decide what to keep.
Change something, backtest, read the report, repeat. An agent runs that loop for you, on the same engine and data as your own backtests.
Describe the task in plain English: a lower drawdown, a higher Sharpe, fewer trades, a trend filter to test.
On a copy of your code it makes a change, runs a backtest, reads the statistics and decides what to try next.
See every step, the changes as a diff and a final test on unseen dates. Adopt the result, or leave it.
One agent is ready today. Two more are on the way, built on the same safeguards.
Improves a strategy toward your goal with backtests, then checks the finished version on a held-out final test.
Will watch your running deployments and tell you when one behaves differently from its backtest.
Will run a strategy on live prices without real money, and report how it compares with its backtest.
Tested once on 2019–2020, after 6 development backtests on 2010–2018.
| Development | Final test | |
|---|---|---|
| Sharpe ratio | 1.38 | 1.06 |
| Drawdown | 13% | 14% |
| Annual return | 11.2% | 8.9% |
| Orders | 412 | 96 |
The gap between the two is how much of the development result was luck. A strategy that only fits its tuning dates shows up here.
An agent that tunes a strategy until the backtest looks good can fool you. These rules are there to stop that.
The agent develops without the final test dates and runs them once at the end. The last 30% of your dates are kept back unless you pick your own.
The agent works on a copy. Nothing in your algorithm changes until you review the diff and choose to adopt it.
Each run has a budget you set, taken from your balance only as it's used. Stop a run at any time, or add budget to continue.
Each backtest runs in its own container with no network access, the same way your own backtests do.
The run shows what the agent read, what it changed and which backtest it ran, so you can follow its reasoning.
Agents research and backtest. Deploying to a broker account is always your decision.
Use the assistant while you write, and an agent when there's a search to run.
Beside you in the editor
On its own, in the background
Top up your balance, pick an algorithm, and describe what you want in plain English.
Anything else? The datasets and algorithmic trading pages cover the rest of the platform.
An AI agent is a model (Claude) that works on its own toward a goal, instead of answering one message at a time. On MarketsCoder an agent takes a goal for your algorithm, such as a lower drawdown, and works through it in the background: it changes the code, runs backtests, reads the reports and decides what to try next.
No. Agents work on a copy of your algorithm and only run backtests. Your algorithm doesn't change until you adopt the agent's version, and you decide what is deployed to a broker.
Each run keeps back a final test period: dates the agent can't see while it develops. When it's done, its finished version is tested once on those dates, and you see both results side by side. A strategy that only works on the dates it was tuned on shows up there. Leave the dates empty and the last 30% of your algorithm's dates are kept back.
You choose a budget for each run, and it has to be in your prepaid balance to start. You pay only for what the agent uses. When the budget runs out the agent pauses, and you can add more or stop it.
Anything you can measure in a backtest: reduce drawdown, raise the Sharpe ratio, trade less often, hold up across a longer period, or test an idea such as a trend filter. Clear, measurable goals give the best results.
The assistant works with you in the editor, one request at a time, and you see each change as it happens. An agent works alone in the background toward a goal, for as long as its budget allows, and hands you a finished result to review.
The research agent is available now. A monitoring agent for running deployments and a paper trading agent are coming; neither is available yet.
Claude, by Anthropic. It's the same model family as the AI assistant, given more steps and a budget to work through a task on its own.