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Category
Strategy Elements
Description
The date to switch from pure TradeList playback to pure strategy formula processing.
Choices
0 - (default) play back the trade list and superimpose strategy formulas (if provided) on those imported trades
Latest - play back the trade list verbatim and ignore the strategy definition
any date - play back the trade list verbatim up through that date, then ignore the rest of the imported trades and apply the strategy definition thereafter
Notes
The default "0" choice (or omitting this element) runs a TradeList strategy as was always done prior to release 2.0.29.2. The EntrySetup formula is ignored. Other strategy formulas, if specified, will modify the behavior of the imported trade.
The "Latest" choice, or specifying any date after the backtest end date, causes a pure trade list playback regardless of what else is in the strategy definition.
Specifying a date that is earlier than the backtest end date runs a pure trade list playback through that date and then switches to a pure strategy backtest.
This strategy setting only applies when run mode is Test.
In Orders run mode, the trade list (if present) is played back verbatim until the test end date and then the strategy rules are applied generate tomorrow's orders in so-called Hybrid Trade List mode.
Another way to think of TLEndDate is that it enables hybrid trade list playback in Test mode.
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