wiki:StrategyTest

Test a Trading Strategy

From the Strategy Explorer view, right-click on a strategy row and select Run Simulation.

Strategies can be tested using the historycal data stored in EclipseTrader's database.

Select the period to use to test the strategy. Make sure you have enough data and of the correct type on that period, for example, if your strategy uses 30 minutes bars, make sure you have intraday data available for all days in the period, otherwise the results may not be correct.

Click Ok to start testing the stratgy. The testing may take from few seconds to several minutes, depending on the amount of data to process and the complexity of the strategy code. You can put the progress window on the background and do something else while waiting.

At the end of the testing process a simple report will show you the results.

The top chart shows the performance. The line should be headed to the top, left to right, with small downs for optimal results, if the line is well below the zero line, then the strategy doesn't perform well and need some review.

The bottom table shows the trades performed by the strategy.

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