SXR allows trading logic to be implemented without programming. You can use all the indicators, available on the chart to define simple events. Further, these events are combined in structures that build the trading signal.

The definition of an event is done by pointing sample instances on the chart. The defined events and structures are immediately evaluated and displayed.

There is a backtesting function, that tests the trading signal with the available historical data. A wide range of possible stop—loss values are examined, together with the possible TP/SL ratio. The system presents the optimization results in graphics form.