1) Test Start
The Start date of the test is when the blox scripts will start running, and if the indicators are primed the instruments will start trading.
2) Test End Date
The End date of the test is when the system will close all open positions and calculate the summary results for the test.
If you are generating orders, the open positions will not be closed but will be displayed on the Order Generation Report. Orders will be generated for the day after the test end date.
3) Indicator and Lookback Priming
On the Start Date, if you have enough data, all your instrument indicators will be primed and ready for use. If you don't have enough data, such as when you set the start date near or even before the beginning of the data, then each instrument will start trading when it is primed.
The priming for each indicator is determined by the overall prime bars required for the system. The prime bars is determined by adding the max required bars for indicator priming to the max required bars for lookback parameters.
So if you have a simple moving average indicator that uses a parameter with value 20, the indicator priming bars will be 20. If in addition you have another lookback type parameter with value 10, then the total priming required will be 30 bars.
Here is an example, where simpleMovingAverage is defined as a 20 day moving average, and lookbackParameter is a lookback parameter with value 10:
simpleMovingAverage[ lookbackParameter ]
Edit Time: 4/6/2017 02:16:46 PM
Topic ID#: 620