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Test Assumption Settings

These settings relate to the assumptions that RuleTrader makes when back-testing:

  • Historical result lag: This is the lag-period RuleTrader allows after the end of a company’s financial-year, before it allows your trading system to access that year’s results. Please refer to Company Results Lag for further information
  • Detecting delisted / suspended shares: These settings determine how long RuleTrader waits before determining that a share is either delisted (because no daily prices are being received), or is suspended (because the price has not moved). Note that some highly illiquid shares may appear to be suspended if you set this period too short but, as most investors would tend to avoid such shares, this should not be too much of a problem.
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