Each suite will always have a tab section that allows the user to determine the settings for how a suite will test the systems selected to perform in a suite. Test Start and End of Test parameter settings are explained and displayed in the Trading Blox Builder User Guide section named Simulation Parameters. Reading and understanding that section will be helpful to understanding this topic, and in understanding how a test is controlled.
1) Test Start Date:
The specified earliest Start Date of the test is determined by the value the user enters into the Simulation Parameters - Start Date parameter field. The actual Start Date of a test is determined by the system requirements and the data record dates of the instruments in the selected portfolio for a system. For example, if the system requires look-back calculations to prime its indicators, each instrument in the system's portfolio will need provide the number of records required so that instrument's indicators can be primed. Once an instrument has primed its indicators, the Simulation Parameters - Start Date parameter value will allow the entry orders of a system to determine if an order to enter can be created. If an instrument's prime data is earlier than the Simulation Parameters - Start Date parameter value, and the system's rules for creating an entry order will test each of the instruments to determine in an entry order can be created. The actual Start Date displayed in the Chart's display for each instrument will always be the earliest data allowed that meets the Simulation Parameters - Start Date parameter value. The earliest trade date, will always be the earliest date an instrument allows the system to test a primed instrument and the conditions found for the first entry date that meets the system's logic to create an entry order.
2) End Test Type Timing:
Timing for when a test ends is determined by the user's selection of how the test should end. Selections for ending a test can be to "Use All the Data" available, or "Use a Date" value entered, or it can be a "Fixed Length" that limits the number of instrument records in the test.
How to use "End Test Type" timing is described in the Simulation Parameters - Test End Type parameter description information.
When a test ends using the "Run Test" option, the system will close all open positions and calculate the summary results for the test. When a test ends using the "Orders" option, the system does not close any open position that didn't have an order to close that position on the date the test ends. This difference of not closing open positions, will create different information in the trade log, but the open positions will be displayed in the "Orders" tab near the "Chart" tab. By placing the open positions in the open positions and open orders report, the active position information and the orders for the next trade date can be found.
3) Indicator and System Information Priming:
On the Start Date, if you have enough data in an instrument, and the value that is displayed in the Preferences Data and Folder section there the "Years of Priming Data" field is located, all instrument with enough data ahead of the "Test Start Date" the system's indicators will be able to be primed and ready for the system to check to see if an order can be created. For instruments where there not enough data, such as when you set the "Test Start Date" near, or even before the beginning of the data for any of the instruments, then each instrument will be enabled to start trading after that instrument has processes enough records to allow the the system's calculation to be primed.
The priming for each indicator is determined by the overall prime bars required by a system. The prime bars are determined by adding the max required bars for indicator priming to the max required bars to create a look-back required option that determines how many instrument records are required by a system.
For example, if you have a simple moving average indicator that uses a parameter with value 20, that means the indicator will need that many records for priming. When there are other indicator parameters that also require a number of records for look-back priming, the number of records in the next look-back requirement will add the number of records in the next parameter look-back to the previous number of look-back priming requirement. For example, with the first example needing 20-loo-back records, and the second look-back example needing 10-look-back records, the system will require a total priming look-back requirement of 30 bars so the system can be primed and made ready to generate orders.
Here is an example, where a simpleMovingAverage is defined as needing 20 records or bars to prime this calculation. When a second indicator, then enabled look-back parameter is a lookback parameter with value 10:
simpleMovingAverage[ lookbackParameter ]
Edit Time: 10/5/2017 2:39:24 PM
Topic ID#: 620