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EDS Back Test Real Time EDS back test real time is now integrated into the EDS software. The process of building rules in the rule document, inserting reports and creating a back test view is identical to the end of day process. Suggestion for testing Open an EDS file, a basic stock based rule will suffice. Go to File, Properties. The additional parameters now include real time back test periods. Select the period of your choice. Select a list of tickers from the tickers in list pull down (we suggest a short list for now). You will need to setup and downlaod real-time historical data using the AIQ Data Manager for any tickers you wish to backtest real-time. See Data Manager for more information. Running a back test on real time data From the back test view, click Test, Edit. The only difference between the back test properties for real time data versus end of day is the Range tab. This tab has a setting for number of periods back for your real time back test. Summary and Positions The summary and positions is now based around both a date and time stamp. |
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