Tester. Data Storage and Securities Settings.

Tester. Data Storage and Securities Settings.

In this article, we will talk about how to configure lot size and price step costs in testing tools.

1. Where is the data stored?

Data downloaded by OsData is stored next to the program's executable file. During testing, data for tests is taken from the file system. Files have the following format.

Candles:

<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOLUME>

Trades:

<DATE>,<TIME>,<PRICE>,<VOLUME>,<SIDE>,<MICROSECONDS>

Sets are stored in the Data folder next to the exe file.

From this data, only PriceStep can be correctly extracted. At the same time, other security properties are set as follows by default:

1. PriceStepCost = PriceStep. The cost of a price step is equal to the price step by default.

2. Lot = 1. The lot size of the security is set to one.

If you are testing securities with different data property indicators, you need to configure them manually.

 

2. Securities settings in the tester.

This mainly concerns the Spot section of the Moscow Exchange. And if you want to get test results very close to reality, in absolute terms.

Go to the exchange emulator of the tester. And after you connect the data, you will see a table with securities data.

To open the security properties settings window, left-click on the security in the table:

The security settings window will open, where you can adjust them:

1. Price step. If it is incorrect, orders will be rounded incorrectly.

2. Price step cost. If it is incorrect, profit from positions will be calculated incorrectly.

3. Margin.

4. Lot size of the security. If set incorrectly, profit may be calculated incorrectly, and in some interfaces, the volume needed to enter positions may be calculated incorrectly.

5. Number of decimal places in volume.

 

3. Securities settings in the optimizer.

Additional securities settings in the optimizer are also accessed from the data connection window. Here:

Double left-click on the loaded security. And adjust...

Successful algorithms!

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