Specifying the Test Dates

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The dates for a historical simulation test are specified in the Test Control Area:

 

TestDates

 

The date for the start date and end date of the time period for the historical simulation can be specified by typing the start and end dates in the following formats. These formats can also be used for data files and when entering actual positions in the Order Generation Preferences.

 

YYYY-MM-DD.

YYYYMMDD

YYMMDD

MM/DD/YY

MM/DD/YYYY

 

 

The above examples shows dates for a simulation that runs from September 1, 2005 through December 31, 2006.

 

The test will start on the first weekday equal to or after the Test from edit box 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 lookback parameters.