TradeStation Help

Strategy Properties for all Strategies on this Chart - Backtesting

The Backtesting tab allows you to set or modify preferences when back-testing your limit and market orders for all your strategies on the active chart.  

 Access using the menu bar Format > Strategies menu sequence and select the Strategies tab > Properties for All. From the Strategy Properties for All Strategies on this Chart dialog, select the Backtesting tab.

Limit Order Fill Assumptions

Contains the limit order fill settings for all strategies in your active chart.

• Fill entire order when trade occurs at limit price or better - Fills historical orders as soon as the limit price or better has been reached.
• Fill entire order when trade price exceeds limit price - Specifies when the trade price exceeds the limit price, the order should be assumed to be filled.
• Fill order at limit price or better after ... - Select this setting to enter the number of shares (trade volume) that must be traded at your limit price or better before we assume a fill. This setting is available when Trade Vol is selected under 'For Volume, use' on the Settings tab of the Format Symbol dialog.
• Fill order at limit price or better after... - Select this setting to enter the number of trades (ticks) that must occur at your limit price of better before we assume a fill. This setting is available when Tick Count is selected under 'For Volume, use' on the Settings tab of the Format Symbol dialog.

Market Order Fill Assumptions

Contains the market orders settings for all strategies in your active chart.

• Apply [nn] slippage to market orders - Enter the slippage amount to be applied to your market orders.
• Do not allow fill price to be outside of the bar high/low - Prevents the fill price moving outside the high/low bar.

• Enable Intra-bar Order Generation Optimization with Look-Inside-Bar Back-testing - Optimizes the behavior of back-testing where it ignores the consecutive ticks at the same price. This option allows the user to unnecessarily evaluate the strategy at the same price. For more information, see About Intrabar Order Generation.

 Click OK to apply changes or Cancel to exit without changes.