Back Testing is the using of past historical data (e.g. tick-by-tick trade data or seconds by seconds data) to simulate execution of your Automated Trading Strategies.
Spark provides the Back Testing function via a separateprogram (SparkBackTest.exe ) of a similar user interface. You only need to select your strategy and define the relevant parameters and click the “Back Test” button to simulate execution on a historical day. Since Spark automatically saves all tick-by-tick data to files, you can simply use them for backtesting purposes.
If you need the past year’s data, simply make a request to us.
After executing the strategy using the historical data, the triggered time/level are indicated graphically on the chart (Sell at 13:26 @19,008) as follows. If stopped loss, or taken profit, the closing time/level (BUY at 14:06 at 19,156) are also indicated.