Velocity Trader
  • Velocity Trader Guide
  • Velocity Trader for Desktop
    • Windows
      • How to...
      • Getting started
        • System requirements
        • Installation and updates
        • General settings
        • Hotkeys
        • Managing columns
        • Workspaces
        • Arranging panels
        • Top menu, Info bar, Status bar
        • Panel settings
        • Alerts
        • Symbol & Account lookups
      • Analysis tools
        • Chart
          • Chart overview
          • Chart settings
          • Chart templates
          • Aggregation types overview
          • Cluster chart
          • Profile chart
          • Drawings
          • Level ll data on chart
          • Object manager
          • Chart overlay
          • Context menu
          • Volume analysis
            • Price statistics
            • Volume profile
            • Volume bars
            • Volume dots
            • Bar statistics
            • Time & Sales analysis
            • VWAP+
        • Grid
        • Watchlist
        • Time & Sales
      • Technical indicators
        • Settings
        • Channels
          • BB (Bollinger bands)
          • BBF (Bollinger bands flat)
          • Price channel
          • Keltner channel
          • MAE (Moving average envelope)
        • Moving averages
          • EMA (Exponential moving average)
          • KAMA (Kaufman adaptive moving average)
          • LWMA (Linear weighted moving average)
          • MAS3 (3MASignal)
          • MD (McGinley dynamic)
          • MMA (Modified moving average)
          • PPMA (Pivot point moving average)
          • Regression line
          • SMA (Simple moving average)
          • SMMA (Smoothed moving average)
        • Oscillators
          • AC (Acceleration oscillator)
          • AO (Awesome oscillator)
          • Aroon
          • CCI (Commodity channel index)
          • CMO (Chande momentum oscillator)
          • KRI (Kairi relative index)
          • MACD (Moving average/convergence divergence)
          • Momentum
          • PO (Price oscillator)
          • PPO (Percentage price oscillator)
          • QStick
          • RLW (%R Larry Williams)
          • ROC (Rate of change)
          • RSI (Relative strength index)
          • Stochastic (Stochastic slow)
          • Stochastic RSI
          • TSI (True strength index)
        • Trend
          • ADX (Average directional movement index)
          • Alligator
          • DMI (Directional movement index)
          • ICH (Ichimoku)
          • Pivot point
          • SAR (Parabolic time/price system)
          • SI (Swing index)
          • ZZ (ZigZag)
          • YHL (Yesterday's high low)
        • Volatility
          • ATR (Average true range)
          • HV (Historical volatility)
          • SD (Standard deviation)
        • Volume
          • MFI (Money flow index)
          • OBV (On balance volume)
          • PVI (Positive volume index)
          • Volume
        • Other
          • Didi index
          • EATR (Envelopes ATR)
      • Trading panels
        • Order entry
          • Position sizing
        • Super DOM
        • Market depth
        • Matrix
        • Scalper
        • Visual trading
        • Option master
          • Overview
          • Option chain
          • Analyzer
          • Volatility lab
      • Account management
        • Working orders
        • Orders history
        • Filled orders
        • Saved orders
        • Positions
        • Synthetic instruments
        • Account operations
        • Assets
        • Products
      • Account information
        • Accounts
        • Account statistics
        • Positions balance
        • Currencies exposure
        • Reports
      • Informative panels
        • Gainers/Losers list
        • High/Low list
        • RSS
        • News
        • Internal Browser
        • Economic calendar
        • Event log
      • Strategy manager
        • Overview
        • Strategy list
        • Chart section
        • Active positions/orders section
      • Omnibus account management
      • Trading ideas
      • MAM system
        • MAM basics
        • Creating MAM group
        • Trading in MAM
      • More
  • Velocity Trader for Mobile
    • Android
      • Phones
        • Getting started
        • Settings
        • Watchlist
        • Symbol info
        • Chart
        • Technical indicators
          • Settings
          • Channels
            • BB (Bollinger bands)
            • Price channel
            • BBF (Bollinger bands flat)
          • Moving averages
            • EMA (Exponential moving average)
            • MMA (Modified moving avergae)
            • SMMA (Smoothed moving average)
            • LWMA (Linear weighted moving average)
            • SMA (Simple moving average)
          • Oscillators
            • MACD (Moving average/convergence divergence)
            • CCI (Commodity channel index)
            • CMO (Chande momentum oscillator)
            • Aroon (Dawn's early light)
            • RSI (Relative strength index)
            • ROC (Rate of change)
            • Stochastic (Stochastic slow)
            • Momentum
          • Trend
            • ICH (Ichimoku)
            • SAR (Parabolic time/price system)
            • ADX (Average directional index)
          • Volatility
            • ATR (Average true range)
            • SD (Standard deviation)
          • Volume
            • MFI (Money flow index)
            • OBV (On balance volume)
            • PVI (Positive volume index)
            • VWAP (Volume weighted average price)
        • Order entry
          • Position sizing
        • Orders
        • Trading ideas
        • Positions
        • Assets
        • Market depth
        • Event log
        • Account details
        • News
        • Alerts
        • Products
        • My Portfolio
          • Getting started
          • Performance
          • Return
          • Growth
          • Metrics
          • More
        • More
      • Tablets
        • Getting started
        • Settings
        • Watchlist
        • Symbol info
        • Chart
        • Technical indicators
          • Settings
          • Channels
            • BB (Bollinger bands)
            • Price channel
            • BBF (Bollinger bands flat)
          • Moving averages
            • EMA (Exponential moving average)
            • MMA (Modified moving average)
            • SMMA (Smoothed moving average)
            • LWMA (Linear weighted moving average)
            • SMA (Simple moving average)
          • Oscillators
            • MACD (Moving average/convergence divergence)
            • CCI (Commodity channel index)
            • CMO (Chande momentum oscillator)
            • Aroon (Dawn's early light)
            • RSI (Relative strength index)
            • ROC (Rate of change)
            • Stochastic (Stochastic slow)
            • Momentum
          • Trend
            • ICH (Ichimoku)
            • SAR (Parabolic time/price system)
            • ADX (Average directional index)
          • Volatility
            • ATR (Average true range)
            • SD (Standard deviation)
          • Volume
            • MFI (Money flow index)
            • OBV (On balance volume)
            • PVI (Positive volume index)
            • VWAP (volume weighted average price)
        • Order entry
          • Position sizing
        • Orders
        • Trading ideas
        • Positions
        • Assets
        • Market depth
        • Event log
        • Account details
        • Alerts
        • Products
        • My Portfolio
          • Getting started
          • Performance
          • Return
          • Growth
          • Metrics
          • More
        • External links
    • iOS
      • Phones
        • Getting started
        • Settings
        • Watchlist
        • Symbol info
        • Chart
        • Technical indicators
          • Settings
          • Channels
            • BB (Bollinger bands)
            • BBF (Bollinger bands flat)
            • Price channel
          • Moving averages
            • SMA (Simple moving average)
            • MMA (Modified moving average)
            • LWMA (Linear weighted moving average)
            • EMA (Exponential moving average)
            • SMMA (Smoothed moving average)
          • Oscillators
            • MACD (Moving average/convergence divergence)
            • CCI (Commodity channel index)
            • CMO (Chande momentum oscillator)
            • Aroon (Dawn's early light)
            • RSI (Relative strength index)
            • ROC (Rate of change)
            • Stochastic (Stochastic slow)
            • Momentum
          • Trend
            • ICH (Ichimoku)
            • SAR (Parabolic time/price system)
            • ADX (Average directional index)
          • Volatility
            • ATR (Average true range)
            • SD (Standard deviation)
          • Volume
            • PVI (Positive volume index)
            • VWAP (Volume weighted average price)
            • OBV (On balance volume)
            • MFI (Money flow index)
        • Order entry
          • Position sizing
        • Orders
        • Trading ideas
        • Positions
        • Assets
        • Market depth
        • Event log
        • Account details
        • Alerts
        • Products
        • My Portfolio
          • Getting started
          • Performance
          • Return
          • Growth
          • Metrics
          • More
        • More
      • Tablets
        • Getting started
        • Settings
        • Watchlist
        • Symbol info
        • Chart
        • Technical indicators
          • Settings
          • Channels
            • BB (Bollinger bands)
            • BBF (Bollinger bands flat)
            • Price channel
          • Moving averages
            • SMA (Simple moving average)
            • MMA (Modified moving average)
            • LWMA (Linear weighted moving average)
            • EMA (Exponential moving average)
            • SMMA (Smoothed moving average)
          • Oscillators
            • MACD (Moving average/convergence divergence)
            • CCI (Commodity channel index)
            • CMO (Chande momentum oscillator)
            • Aroon (Dawn's early light)
            • RSI (Relative strength index)
            • ROC (Rate of change)
            • Stochastic (Stochastic slow)
            • Momentum
          • Trend
            • ICH (Ichimoku)
            • SAR (Parabolic time/price system)
            • ADX (Average directional index)
          • Volatility
            • ATR (Average true range)
            • SD (Standard deviation)
          • Volume
            • PVI (Positive volume index)
            • VWAP (Volume weighted average price)
            • OBV (On balance volume)
            • MFI (Money flow index)
        • Order entry
          • Position sizing
        • Orders
        • Trading ideas
        • Positions
        • Assets
        • Market depth
        • Event log
        • Account details
        • Alerts
        • Products
        • My Portfolio
          • Getting started
          • Performance
          • Return
          • Growth
          • Metrics
          • More
        • External links
  • Velocity Trader for Web
    • Getting started
      • Login screen
      • General settings
      • Managing columns
      • Workspaces
      • Arranging panels
      • Top menu and Status bar
      • Alerts
      • Symbol & Account lookups
    • Analysis tools
      • Chart
        • Chart overview
        • Chart settings
        • Drawings
        • Chart overlay
        • Context menu
      • Watchlist
      • Time & Sales
    • Technical indicators
      • Settings
      • Moving average
        • MD (McGinley dynamic)
        • Regression
        • SMMA (Smoothed moving average)
        • PPMA (Pivot point moving average)
        • SMA (Simple moving average)
        • EMA (Exponential moving average)
        • MMA (Modified moving average)
        • LWMA (Linear weighted moving average)
        • Multi EMA
      • Oscillators
        • MACD (Moving average/Convergence divergence)
        • RSI (Relative strength index)
        • PO (Price oscillator)
        • Momentum
        • CCI (Commodity channel index)
        • Aroon
        • KRI (Kairi relative index)
        • PPO (Percentage price oscillator)
        • RLW (%R Larry Williams)
        • ROC (Rate of change)
        • QStick
        • TSI (True strength index)
        • Stochastic (Stochastic slow)
        • RSI Laguerre
      • Channels
        • BB (Bollinger bands)
        • Keltner channel
        • Price channel
        • MAE (Moving average envelope)
      • Volume
        • Volume
        • VWAP (Volume weighted average price)
        • OBV (On balance volume)
      • Trend
        • SI (Swing index)
        • Pivot point
        • Alligator
        • SAR (Parabolic time/price system)
        • Fractals
      • Volatility
        • ATR (Average true range)
        • CMO (Chande momentum oscillator)
        • SD (Standard deviation)
    • Trading panels
      • Order entry
        • Position sizing
      • Market depth
      • Visual trading
    • Account management
      • Working orders
      • Orders history
      • Filled orders
      • Positions
      • Assets
      • Products
    • Account information
      • Accounts
      • Positions balance
    • Informative panels
      • Event log
      • Internal Browser
    • Trading ideas
    • More
  • EvoCode
    • Getting started
      • About EvoCode
      • Starting EvoCode
      • Creating a new module
      • General settings
    • Dictionary tool
    • Editing panel
      • Source code editing
      • Editing types/Scripts setup
      • Output & Watch
    • Backtesting panel
      • Backtester
      • Statistics
      • Backtesting Types/Setup
      • Running a backtest
      • Working orders & Positions
      • Orders & Positions history
      • Filled orders
      • Logs
      • Saving scripts, importing and exporting script settings
Powered by GitBook
On this page
  • Backtesting Types
  • Backtesting Setup

Was this helpful?

  1. EvoCode
  2. Backtesting panel

Backtesting Types/Setup

PreviousStatisticsNextRunning a backtest

Last updated 3 years ago

Was this helpful?

Backtesting Types

There are two types of backtesting available in EvoCode:

  • Quick backtesting

  • Visualize backtesting

    Select Backtesting mode on the top menu of EvoCode window by clicking on the button.

The Quick backtesting allows users rapidly testing strategies on historical data without the chart visualization during backtesting. In this mode, the chart with all details about opened and closed positions will only appear after the backtesting is finished.

The Visualize backtesting option allows users to see what is happening on the chart while the backtest is taking place.

Backtesting Setup

Before start of backtesting user can setup all required properties. Click on the button to evoke the Backtesting Setup window.

  • Main symbol – evokes the lookup for selection of the main symbol for backtesting.

  • Additional symbols – evokes the lookup for selection of additional symbols for backtesting.

  • Aggregation – allows to select the type of aggregation (time) of historical data.

  • Range – allows selecting time interval during which the module backtesting will be conducted. It is also available to select custom range by selecting ‘Custom’ option in the drop-down menu.

  • Modelling scheme – the following schemes are available:

    • 1m - Close – one minute bars close price are used for generation.

    • 1m - Open – one minute bars open price are used for generation.

    • 1m - OHLC – one minute bars: Open, High, Low, Close, prices are used for generation.

    • 1 D - Close – one day bars close price are used for generation.

    • 1 D - Open – one day bars open price are used for generation.

    • 1 D - OHLC – one day bars: Open, High, Low, Close, prices are used for generation.

  • Balance – initial deposit amount.

  • Latency – time latency during backtesting process which emulates the slippage that occurs during a real trade.

  • Trade session – allows to set the scope of a trading session when it starts and when it ends.

  • Execution by – allows to select which type of historical data will be played for backtesting.

  • Cancel Day Orders Time – allows to select time when all user’s daily orders will be closed.