Learning Forex trading is not possible without the understanding of fundamentals from articles, news, etc. Uniquely providing historical fundamental data such as interest rates, articles and news, the currency trade simulator can "backtest" and "optimize" the trader himself. No need to wait days and weeks for the next event to come in order to try ourselves at trading, the trader can simply “sit into a time machine” and not just see price charts but news, interest rates, etc. as they happened in the past to help to hone his abilities at trading.

While carry trades are very popular, there are practically no testing tools exist to verify currency portfolios covering also interest rate changes and their impact throughout the history of the portfolio so we have created a tool of our own.

In our testing, we can go well beyond the average backtesting results provided by well-known companies. We can execute tests not just on the price action itself, but using fundamental information like interest rates, news releases, cross-market indicators or any other factors imaginable.

We believe that our flexibility in research and software development experience gives us a distinct edge in creating automated trading systems.

The Australian stock exchange index (XAO shown on the top) performed a little bit under 200% between January 2000 - January 2007.

During this period, our test porfolio performance was over 5000% using no leverage. This is one of ForexFornai.com proprietary momentum portfolios that we can - in theory - provide to institutes, fund or investors even though it is probably not suitable for most because of its performance indicators (Sharpe rate is 0.21, Ulcer index is 11.58).

We are ready to support with programming the following platforms: AmiBroker, TradeStation, Metastock, eSignal, TradeSignal, Excel based platforms, FIX and other business-specific implementations.

We only specialize in high-end, robust and distributed systems. We can implement Java, .net, C++, etc. based back-office or Internet front-ends on Unix-based, Windows or other platforms using Oracle, DB2 or MySQL databases.

We use three dimensional charts during optimizing our systems.

Institutes prefer to use ratios like Ulcer, Sharpe or K-Ratio and we can provide these. However, our research shows that the most important numbers about a system are its net profit and the maximum number of consecutive loosing trades.

Market conditions change and it is very important that we detect as soon as possible that our system is no longer valid. The maximum number of consecutive loosing trades is the key for the early detection of the performance breakdown of our systems.