Articles on: Backtests

What is Backtesting in Tradetron?

Backtesting is a process by which trading strategies are tested on historical data. Due to the sheer amount of data and computation need, backtesting is very resource-intensive process. Using historical data, we can get an idea whether the trading idea/strategy is performing as expected or not.
Backtesting is done as a preliminary step before deploying the strategy in live market. It is to be noted that backtesting and live trading may produce diverse results due to slippage. The time duration required to complete a backtest depends on the complexity of the strategy, the timeframe/candle frequency used and the period/range of backtest.

What's new with Backtest Engine V2

Faster speed
Improved deploy modal allowing you to choose Intraday and Positional strategies
Add notes to distinguish multiple BT reports of same strategy and date ranges with just one click
Mobile notifications on completion along with emails
Longer date range at one go even for strategies with lists
Reports with more more insightful output variables
Ability to quickly navigate to Edit strategy from BT page itself
Nicer UX with min by min updates of completion status of the BT
Counters now have dates as well for quick analysis of daily PNL
Summary of BT credits purchased, used and balance with one click to find details of the same from BT page itself.

Tradetron Backtest Engine

Tradetron Backtesting Engine V2 is one of the most powerful backtesting service available in the market. Tradetron Backtesting Engine is designed to handle complex strategies involving many sets and lot of positions.
Tradetron backtesting universe includes all NSE cash stocks, futures and Index FnO
Backtesting Engine does not support Stock options, MCX, CDS and NASDAQ
Backtesting Engine does not distinguish between order types MIS, NRML &CNC.
Backtesting Engine does not recognize the following variables/keywords

India VIX
All OI related keywords
Bid price, Ask price
Bid-Ask Difference
VWAP Series

Backtesting Engine also does not consider SLM orders, advanced price execution settings, tranching, rollovers and overnight protection positions.

Updated on: 23/09/2022

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