Available translations

Backtesting Session

foundations.png
backtesting-session.png
A backtesting session is a trading mode by which the trading bot instance reads historic market data in a user-defined datetime range, applies the rules defined in the associated trading system, and generates a trading simulation.
Content
A backtesting session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.
Running
Running a Backtesting Session
Before you start a backtesting session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.
After a few seconds, a literal indication of the progress of the calculations appears below the session node, displaying the date that is currently being processed. Once the calculation is finished, the session stops and the date below the session node disappears.
To stop a backtesting session, select Stop on the menu.
Configuring
Backtesting Session Configuration
Properties
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.
Initial Values
These are the Initial Values for Backtesting Session configuration: 
 {
    "folderName": ""
}
Examples
This is a list of properties featured by the Backtesting Session configuration. Expanding a property shows sample values for the property extracted from the current Workspace.
Backtesting Session Menu
The Backtesting Session node has the following Node Menu items:
The Run menu item has the following properties:
  • label: Run
  • workingLabel: Run Request Sent
  • workDoneLabel: Session Running
  • workFailedLabel: Session Cannot be Ran
  • secondaryLabel: Stop
  • secondaryWorkingLabel: Stopping...
  • secondaryWorkDoneLabel: Session Stopped
  • secondaryWorkFailedLabel: Session Cannot be Stopped
  • secondaryIcon: stop
  • iconPathOn: run
  • iconPathOff: run
  • actionFunction: payload.executeAction
  • actionProject: Algorithmic-Trading
The Resume menu item has the following properties:
  • label: Resume
  • workingLabel: Resume Request Sent
  • workDoneLabel: Session Running
  • workFailedLabel: Session Cannot be Resumed
  • secondaryLabel: Stop
  • secondaryWorkingLabel: Stopping...
  • secondaryWorkDoneLabel: Session Stopped
  • secondaryWorkFailedLabel: Session Cannot be Stopped
  • secondaryIcon: stop
  • iconPathOn: resume
  • iconPathOff: resume
  • actionFunction: payload.executeAction
  • actionProject: Algorithmic-Trading
The Configure menu item has the following properties:
  • action: Configure
  • label: Configure
  • iconPathOn: configuration
  • iconPathOff: configuration
  • dontShowAtFullscreen: true
  • actionFunction: uiObject.configEditor.activate
The Add Social Bots menu item has the following properties:
  • action: Add UI Object
  • label: Add Social Bots
  • actionFunction: payload.executeAction
  • relatedUiObjectProject: Social-Bots
  • actionProject: Visual-Scripting
The Add Missing Children menu item has the following properties:
  • action: Add Missing Children
  • label: Add Missing Children
  • actionFunction: payload.executeAction
  • actionProject: Visual-Scripting
  • relatedUiObjectProject: Foundations
The Switch To Paper Trading menu item has the following properties:
  • action: Switch To Paper Trading
  • label: Switch To Paper Trading
  • actionFunction: payload.executeAction
  • relatedUiObjectProject: Foundations
The Delete menu item has the following properties:
  • action: Delete UI Object
  • actionProject: Visual-Scripting
  • askConfirmation: true
  • confirmationLabel: Confirm to Delete
  • label: Delete
  • iconPathOn: delete-entity
  • iconPathOff: delete-entity
  • actionFunction: payload.executeAction
Backtesting Session Children
The Backtesting Session node has the following childrenNodesProperties:
The Trading Parameters node property features the following properties:
  • name: tradingParameters
  • type: node
  • autoAdd: true
The Trading System Reference node property features the following properties:
  • name: tradingSystemReference
  • type: node
  • autoAdd: true
The Trading Engine Reference node property features the following properties:
  • name: tradingEngineReference
  • type: node
  • autoAdd: true
The Social Bots node property features the following properties:
  • name: socialBots
  • type: node
  • project: Social-Bots
Backtesting Session Attaching Rules
The following are the Node Attaching Rules that govern the attachment of Backtesting Session with other nodes:
Compatible Types: