Before you begin

With TT Backtesting, you can backtest any ADL algo you can run. You can run backtests for any ADL algo you have created as well as any ADL algo that someone has shared with you.

Before running a backtest, you need the following configured for the user in Setup:

• A TT Pro license.

  

• TT Backtesting Package enabled in the user's Advanced Settings section.

  

Algo permissions

You can perform backtests on any of your own ADL algos. If you are configured in Setup with Requires Permission to Run Own Algos enabled, you can still perform backtests on any of your own algos regardless of whether they are approved or not.

You can also perform backtests on ADL algos that have been shared with you. This can be useful in cases where an administrator might need to perform some backtesting before approving an ADL algo for use in live trading.

Algo limitations

TT Backtesting does not currently support the ADL Analytics block and launching ASE spreads.