TT Backtesting lets users execute ADL algos in a simulated matching environment while replaying historical market data. These backtests can be used to:
- Evaluate the performance and effectiveness of an algo
- Assess an algo for exchange compliance and risk
TT Backtest provides statistical information about an algo’s performance and displays postion and P&L information in easily-understood graphs.
Prerequisite Before you can enable the TT Backtesting package, you or your company must have a direct billing agreement with TT. For more information, contact the TT Onboarding team.
To enable the TT Backtesting package:
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In the Users tab, select the user whose trade mode you want to change.
The selected user profile is displayed.
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In the Advanced Settings section, enable TT Backtesting package.
