Tradestation compiles historical market data and allows developers to test their algorithms against this data to determine how their algorithms would have performed in the market.
The performance report generated by Tradestaion details the date the trade occurred and the profit or loss that was generated by the individual algorithm. We back test our algorithms going back to 2000. The reason for such a large time span is because we wanted to see how the algorithms would have performed over a variety of market conditions including the tech bubble and housing crash.
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