Superalgos/docs/_includes/network/backtesting-session.md

{% assign title = "Backtesting Session" %} {% assign definition = site.data.network.backtesting_session %} {% assign preposition = "a" %} {% assign plural = "s" %}

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A backtesting session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.

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{{include.adding}} Adding {{preposition}} {{title}}

To add a backtesting session, select Add Backtesting Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters.

{% include note.html content="After adding a session node, make sure you establish a reference to the trading system you want it to work with." %}

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{{include.configuring}} Configuring the {{title}}

Select Configure Session on the menu to access the configuration.

{
"folderName": "Session-Name"
}

• folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.

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{{include.starting}} Starting {{preposition}} {{title}}

Before you start a backtesting session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.

After a few seconds, a literal indication of the progress of the calculations appears below the session node, displaying the date that is currently being processed. Once the calculation is finished, the session stops and the date below the session node dissapears.

To stop a backtesting session, select Stop on the menu.

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