Backtesting an algo<\/h2>\n\t
When setting up a new backtest, you need to: <\/p>\n\t
- \n\t\t
- \n\t\t\tCreate and configure the backtest<\/a>.\n\t\t<\/li>\n\t\t
- \n\t\t\tAdd and configure algo instances to the backtest<\/a>.\n\t\t<\/li>\n\t\t
- \n\t\t\tStart the backtest<\/a>.\n\t\t<\/li>\n\t<\/ul>\n\n\t
\n\t\t Creating and configuring a backtest<\/h3>\n\t\t
To create and run a new backtest:<\/p>\n\t\t
- \n\t\t\t
- \n\t\t\t\tIn the main Backtests<\/strong> window, click Add New<\/strong>.\n\t\t\t\t
<\/p>\n\n\t\t\t\tThe Add New Backtest<\/strong> window displays the user-defined algo parameters you can set and creates an instance of the parameters with the algo’s default values.\n\t\t\t\t
![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/01\/bt-setup-1-scaled.png\")
<\/p>\n\n\t\t\t<\/li>\n\t\t\t- \n\t\t\t\tFrom the Algo<\/strong> dropdown, select an algo you want to backtest.\n\t\t\t<\/li>\n\t\t\t
- \n\t\t\t\tIn the Speed<\/strong> field, enter the replay speed.\n\t\t\t\t
<\/p>\n\t\t\t\tNote<\/strong>: Increasing the replay speed can significantly reduce the time it takes to backtest the algo. However, higher replay speeds also increase the conflation of market data. For more information about how replay speed can affect a backtest, see About replay speeds<\/a>.\n\t\t\t<\/li>\n\t\t\t
- \n\t\t\t\tIn the Range<\/strong> field, select the date and time range for the replay. The historical period set by the Range<\/strong> field is always set using the user’s time zone.\n\t\t\t\t
\n\t\t\t\t![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2025\/12\/bt-setup-4.png\")
<\/p>\n\t\t\t\tNote<\/strong>: Currently, a backtest’s range cannot be greater than one trading day. Also, if you select a date and range for which no market data is available for the instrument, an error dialog is displayed when you start the backtest.\n\t\t\t\t\n\t\t\t<\/li>\n\t\t<\/ol>\n\t<\/section>\n\n\t\n\t\t Adding and configuring algo instances to the backtest<\/h3>\n\t\t
TT Backtesting lets you explore the effects of using different values for your algo variables. For each backtest, you can create up to ten instances of the algo so you can run backtests for different configurations and compare the results.<\/p>\n\t\t
To configure one or more algo instances:<\/p>\n\t\t
- \n\t\t\t
- \n\t\t\t\tIn the Add Mew Backtest<\/strong> window, specify the desired Instance 1<\/strong> algo parameters.\n\t\t\t\t
![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2025\/12\/bt-add-instance-1.png\")
<\/p>\n\t\t\t\tNote<\/strong>: If the ADL algo uses default values for a parameter, they will appear in their respective fields.\n\t\t\t<\/li>\n\t\t\t- \n\t\t\t\tIf you would like to backtest the algo with different input parameters, click Add Instance<\/strong>.\n\t\t\t\t
<\/p>\n\t\t\t\tNote: You can backtest a maximum of ten instances.\n\t\t\t\t
<\/p>\n\t\t\t\tA new instance is added.\n\t\t\t\t
![\"Add](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2025\/12\/bt-add-instance-2.png\")
<\/p>\n\t\t\t<\/li>\n\t\t\t- \n\t\t\t\tSpecify the desired values for the new algo instance.\n\t\t\t\t
![\"Add](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2025\/12\/bt-add-instance-3.png\")
<\/p>\n\t\t\t<\/li>\n\t\t\t- \n\t\t\t\tContinue adding and configuring instances as desired.\n\t\t\t\t
![\"Add](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/01\/bt-add-instance-4.png\")
<\/p>\n\t\t\t<\/li>\n\t\t<\/ol>\n\t<\/section>\n\n\t\n\t\t Starting a backtest<\/h3>\n\t\t
When you have finished configuring the algo backtest:<\/p>\n\t\t
- \n\t\t\t
- \n\t\t\t\tClick Start Test<\/strong>.\n\t\t\t\t
![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/01\/bt-setup-6.png\")
<\/p>\n\t\t\t\t<\/p>\n\t\t\t\tTT Backtesting prepares the backtest and calculates an estimated run time based on your backtest configuration.\n\t\t\t\t
![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/01\/bt-setup-7.png\")
<\/p>\n\t\t\t<\/li>\n\t\t\t- \n\t\t\t\tIn the confirmation dialog, click START TEST<\/strong> to start the backtest, or click Cancel<\/strong> to cancel the backtest.\n\t\t\t<\/li>\n\t\t<\/ol>\n\t<\/section>\n\n
\n\t Monitoring the progress of a backtest<\/h2>\n\t
After you start a backtest, you can monitor the Status<\/strong> column to track its progress. A backtest will progress through the following statuses:<\/p>\n\t
- \n\t\t
- \n\t\t\tNew<\/strong>: The backtest has yet to be started.\n\t\t<\/li>\n\t\t
- \n\t\t\tPending<\/strong>: The backtest is validating its inputs.\n\t\t<\/li>\n\t\t
- \n\t\t\tLaunching<\/strong>: The backtest starts its execution.\n\t\t<\/li>\n\t\t
- \n\t\t\tPrice Download<\/strong>: The backtest is downloading the historical market data for the specified range.\n\t\t<\/li>\n\t\t
- \n\t\t\tInitialization<\/strong>: The backtest is initializing the ADL algo.\n\t\t<\/li>\n\t\t
- \n\t\t\tRunning<\/strong>: The backtest is running the algo with the historical market data.\n\t\t<\/li>\n\t\t
- \n\t\t\tFinished<\/strong>: The backtest completed successfully.\n\t\t<\/li>\n\t\t
- \n\t\t\tFailed<\/strong>: Some error occurred during the backtest. Contact TT Support<\/a>.\n\t\t<\/li>\n\t<\/ul>\n\t
When a backtest is completed, you can display the test results<\/a> for backtests that finished successfully or troubleshoot<\/a> backtests that failed.<\/p>\n<\/section>\n\n
\n\t Stopping a backtest<\/h2>\n\t
Once a backtest reaches the Price Download<\/strong> status, you can manually stop the backtest.<\/p>\n\t
Note<\/strong>: You will be still be charged for the time a backtest ran if you stop a backtest manually.<\/p>\n\t
To stop a backtest:<\/p>\n\t
- \n\t\t
- \n\t\t\tSelect the backtest you want to stop.\n\t\t<\/li>\n\t\t
- \n\t\t\tClick Stop Test<\/strong>.\n\t\t\t
<\/p>\n\t\t\tThe Status<\/strong> field changes to ABORTING<\/strong> and then to ABORTED<\/strong> when the backtest stops successfully.\n\t\t<\/li>\n\t<\/ol>\n\t\n<\/section>\n\n
\n\t Deleting backtests<\/h2>\n\t
To delete an instance you are currently configuring, click the checkbox next to the instance’s name and press the Delete<\/strong> button. <\/p>\n\t\n\t
You can also delete a backtest after you no longer want to keep the results. To delete a completed backtest:<\/p>\n\t
- \n\t\t
- \n\t\t\tSelect the backtest you want to delete.\n\t\t<\/li>\n\t\t
- \n\t\t\tClick Delete Test<\/strong>.\n\t\t\t
![\"\"](\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/01\/rb-delete-results.png\")
<\/p>\n\t\t<\/li>\n\t<\/ol>\n\n\n<\/section>\n\n\t<\/section>\n","protected":false},"excerpt":{"rendered":"This section explains how to:<\/p>\n
- \n
- \n\t\tBacktest an algo<\/a>\n\t<\/li>\n
- \n\t\tMonitor the status of a backtest<\/a>\n\t<\/li>\n
- \n\t\tStop a backtest<\/a>\n\t<\/li>\n
- \n\t\tDelete backtests<\/a>\n\t<\/li>\n<\/ul>\n
\n Backtesting an algo<\/h2>\n
When setting up a new backtest, you need to: <\/p>\n
- \n
- \n\t\t\tCreate and configure the backtest<\/a>.\n\t\t<\/li>\n
- \n\t\t\tAdd and configure algo instances to the backtest<\/a>.\n\t\t<\/li>\n
- \n\t\t\tStart the backtest<\/a>.\n\t\t<\/li>\n<\/ul>\n
\n Creating and configuring a backtest<\/h3>\n
To create and run a new backtest:<\/p>\n
- \n
- \n\t\t\t\tIn the main Backtests<\/strong> window, click Add New<\/strong>.<\/p>\n
\t\t\t\tThe Add New Backtest<\/strong> window displays the user-defined algo parameters you can set and creates an instance of the parameters with the algo’s default values.<\/p>\n
<\/p>\n<\/li>\n- \n\t\t\t\tFrom the Algo<\/strong> dropdown, select an algo you want to backtest.\n\t\t\t<\/li>\n
- \n\t\t\t\tIn the Speed<\/strong> field, enter the replay speed.<\/p>\n
\t\t\t\tNote<\/strong>: Increasing the replay speed can significantly reduce the time it takes to backtest the algo. However, higher replay speeds also increase the conflation of market data. For more information about how replay speed can affect a backtest, see About replay speeds<\/a>.\n\t\t\t<\/li>\n
- \n\t\t\t\tIn the Range<\/strong> field, select the date and time range for the replay. The historical period set by the Range<\/strong> field is always set using the user’s time zone.\n\t\t\t\t<\/p>\n
<\/p>\n\t\t\t\tNote<\/strong>: Currently, a backtest’s range cannot be greater than one trading day. Also, if you select a date and range for which no market data is available for the instrument, an error dialog is displayed when you start the backtest.<\/p>\n<\/li>\n<\/ol>\n<\/section>\n
\n Adding and configuring algo instances to the backtest<\/h3>\n
TT Backtesting lets you explore the effects of using different values for your algo variables. For each backtest, you can create up to ten instances of the algo so you can run backtests for different configurations and compare the results.<\/p>\n
To configure one or more algo instances:<\/p>\n
- \n
- \n\t\t\t\tIn the Add Mew Backtest<\/strong> window, specify the desired Instance 1<\/strong> algo parameters.<\/p>\n<\/p>\n
\t\t\t\tNote<\/strong>: If the ADL algo uses default values for a parameter, they will appear in their respective fields.\n\t\t\t<\/li>\n
- \n\t\t\t\tIf you would like to backtest the algo with different input parameters, click Add Instance<\/strong>.<\/p>\n
\t\t\t\tNote: You can backtest a maximum of ten instances.<\/p>\n
\t\t\t\tA new instance is added.<\/p>\n
<\/p>\n<\/li>\n- \n\t\t\t\tSpecify the desired values for the new algo instance.<\/p>\n
<\/p>\n<\/li>\n- \n\t\t\t\tContinue adding and configuring instances as desired.<\/p>\n
<\/p>\n<\/li>\n<\/ol>\n<\/section>\n\n Starting a backtest<\/h3>\n
When you have finished configuring the algo backtest:<\/p>\n
- \n
- \n\t\t\t\tClick Start Test<\/strong>.<\/p>\n<\/p>\n<\/p>\n
\t\t\t\tTT Backtesting prepares the backtest and calculates an estimated run time based on your backtest configuration.<\/p>\n
<\/p>\n<\/li>\n- \n\t\t\t\tIn the confirmation dialog, click START TEST<\/strong> to start the backtest, or click Cancel<\/strong> to cancel the backtest.\n\t\t\t<\/li>\n<\/ol>\n<\/section>\n
\n Monitoring the progress of a backtest<\/h2>\n
After you start a backtest, you can monitor the Status<\/strong> column to track its progress. A backtest will progress through the following statuses:<\/p>\n
- \n
- \n\t\t\tNew<\/strong>: The backtest has yet to be started.\n\t\t<\/li>\n
- \n\t\t\tPending<\/strong>: The backtest is validating its inputs.\n\t\t<\/li>\n
- \n\t\t\tLaunching<\/strong>: The backtest starts its execution.\n\t\t<\/li>\n
- \n\t\t\tPrice Download<\/strong>: The backtest is downloading the historical market data for the specified range.\n\t\t<\/li>\n
- \n\t\t\tInitialization<\/strong>: The backtest is initializing the ADL algo.\n\t\t<\/li>\n
- \n\t\t\tRunning<\/strong>: The backtest is running the algo with the historical market data.\n\t\t<\/li>\n
- \n\t\t\tFinished<\/strong>: The backtest completed successfully.\n\t\t<\/li>\n
- \n\t\t\tFailed<\/strong>: Some error occurred during the backtest. Contact TT Support<\/a>.\n\t\t<\/li>\n<\/ul>\n
When a backtest is completed, you can display the test results<\/a> for backtests that finished successfully or troubleshoot<\/a> backtests that failed.<\/p>\n<\/section>\n
\n Stopping a backtest<\/h2>\n
Once a backtest reaches the Price Download<\/strong> status, you can manually stop the backtest.<\/p>\n
Note<\/strong>: You will be still be charged for the time a backtest ran if you stop a backtest manually.<\/p>\n
To stop a backtest:<\/p>\n
- \n
- \n\t\t\tSelect the backtest you want to stop.\n\t\t<\/li>\n
- \n\t\t\tClick Stop Test<\/strong>.<\/p>\n
\t\t\tThe Status<\/strong> field changes to ABORTING<\/strong> and then to ABORTED<\/strong> when the backtest stops successfully.\n\t\t<\/li>\n<\/ol>\n<\/section>\n
\n Deleting backtests<\/h2>\n
To delete an instance you are currently configuring, click the checkbox next to the instance’s name and press the Delete<\/strong> button. <\/p>\n
You can also delete a backtest after you no longer want to keep the results. To delete a completed backtest:<\/p>\n
- \n
- \n\t\t\tSelect the backtest you want to delete.\n\t\t<\/li>\n
- \n\t\t\tClick Delete Test<\/strong>.<\/p>\n<\/p>\n<\/li>\n<\/ol>\n<\/section>\n<\/section>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[243],"class_list":["post-6217","doc","type-doc","status-publish","hentry","docs-category-backtesting-algos"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/6217","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/6217\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=6217"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=6217"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
- \n\t\t\tPending<\/strong>: The backtest is validating its inputs.\n\t\t<\/li>\n
- \n\t\t\t\tIn the confirmation dialog, click START TEST<\/strong> to start the backtest, or click Cancel<\/strong> to cancel the backtest.\n\t\t\t<\/li>\n<\/ol>\n<\/section>\n
- \n\t\t\t\tIf you would like to backtest the algo with different input parameters, click Add Instance<\/strong>.<\/p>\n
- \n\t\t\t\tFrom the Algo<\/strong> dropdown, select an algo you want to backtest.\n\t\t\t<\/li>\n
- \n\t\t\tAdd and configure algo instances to the backtest<\/a>.\n\t\t<\/li>\n
- \n\t\tMonitor the status of a backtest<\/a>\n\t<\/li>\n
- \n\t\tBacktest an algo<\/a>\n\t<\/li>\n
- \n\t\t\tPending<\/strong>: The backtest is validating its inputs.\n\t\t<\/li>\n\t\t
- \n\t\t\t\tIn the confirmation dialog, click START TEST<\/strong> to start the backtest, or click Cancel<\/strong> to cancel the backtest.\n\t\t\t<\/li>\n\t\t<\/ol>\n\t<\/section>\n\n
- \n\t\t\t\tIf you would like to backtest the algo with different input parameters, click Add Instance<\/strong>.\n\t\t\t\t
- \n\t\t\t\tFrom the Algo<\/strong> dropdown, select an algo you want to backtest.\n\t\t\t<\/li>\n\t\t\t
- \n\t\t\tAdd and configure algo instances to the backtest<\/a>.\n\t\t<\/li>\n\t\t