Testing
Forward testing
Run a bot on market data as it arrives, from the day you start it. Available on Pro.
Simulated, not trading
A forward test places no orders and sends no alerts. It uses the same engine and the same assumptions as a backtest, so its results are hypothetical in the same way.
How it works
- Start a test from a bot and choose its data provider, starting capital and costs.
- Argix takes a copy of the bot as it is at that moment. Editing the bot later does not change the test; the test tells you when the bot has changed since.
- Each time you open or refresh it, the test is recomputed as a backtest whose trading window opens on the day you started it. Bars before that only warm up the indicators.
- Only completed bars are used, so a bar is never read before it has closed.
What to know
- The provider never changes. If it is unavailable, the refresh fails and the last good result is kept and marked. It never switches to another source.
- Refreshes are spaced out. Asking again within about a bar (at least a minute, at most 15 minutes) returns the last result.
- History can be revised. Providers sometimes correct past bars. When that changes a result, the test says so.
- Some bars are stored. Yahoo Finance serves intraday bars only for a limited window, so for those tests Argix keeps the bars the test has used. They are deleted when you delete the test or your account. See the Privacy Policy.
- There is no limit on how many forward tests you run on Pro.