Specifying the Test Dates

More details about specifying test dates is available here: Simulation Parameters Date Section.

Image shows the "Use All Data" option selection. Other methods are available.

Image shows the "Use All Data" option selection. Other methods are available.

Test dates for a historical simulation test can be specified in various ways.  

 

The date for the start date and end date for testing a historical simulation can be specified.  The start date must be earlier than the end date using the following formats:

YYYY-MM-DD

YYYYMMDD

YYMMDD

MM/DD/YY

MM/DD/YYYY

 

These date formats can also be used for data files and when entering actual positions in the Order Generation Preferences.

 

The test will start on the first weekday equal to or after the Test date entered through the last day of available data, or the test end date specified in the to edit box, whichever is first.  

 

It is possible to test multiple start and end days in the same test by stepping through values in the Global Parameters.

 

If your test start date is near the beginning of, or before, the start of data for some instruments, those instruments will start trading when their indicators have primed. The priming period is determined by adding the max prime required for indicators and the max prime required for look-back parameters.

 


Edit Time: 9/20/2017 07:56:26 AM


Topic ID#: 206

 

Created with Help & Manual 7 and styled with Premium Pack Version 2.80 © by EC Software