How TT Backtesting works

A user creates a backtest in TT Backtesting by defining:

1. The algo to be backtested
2. The speed at which the historical market data will be played back
3. The historical period of time of market data to be played back

Note: The historical period set by the Range field is always set using the user's time zone.

For each backtest, you can run up to ten different parameter configurations, called algo instances. You can use this feature to specify different input parameters for the same algo to see how the values affect the algo results during the same market conditions.

Once the backtest is launched, TT Backtesting:

• Downloads the historical data for the specified period
• Starts running the algo instances
• Matches orders placed by the algo instances against the historical market data stream using the same simulation matching engine used in the TT production simulation environment.