SD: Backtesting
Last updated
Last updated
Backtesting includes optimization, batch testing and cron jobs. Described in the following sections.
Checking the checkbox "Trades" will print the trades in the ATS Matrix window, which will give a slower backtest.
A Fee can be added to the back-test.
A Slippage can be added to the backtest. This is an important setting, used in the late stage of the strategy development. Changing the slippage will indicate how robust the strategy is. The performance of a strategy should ideally as such no be affected by the slippage. If the back-test chart "flips" adding a minor slippage, the strategy is not robust.
Adjusting the spread of the execution is an important setting, used in the late stage of the strategy development. Changing the spread will indicate how robust the strategy is. The performance of a strategy should ideally as such no be affected by the spread. If the back-test chart "flips" adding to the spread, the strategy is not robust.
Closing the open positions at the last bar of the backtest is an important setting.
If not used, the back-test result will not include the P/L of the open position at the last bar.
The backtest result can be printed in the ATS Matrix window.
Both real and virtual trades are printed.
The printing is enabled in the Strategy Developer window by selecting the checkbox "Trades.
Enabling printing will slow the backtest.
