Trading sessions enable using the trading bot to perform strategy tests, simulations, and live trading.

A session, or trading session, is a specific mode in which the trading bot instance may be run. The trading bot is prepared to run three different types of testing sessions—backtesting, paper trading, and forward testing—and the live trading session mode.

Backtesting Session

A backtesting session is a trading mode by which the trading bot instance reads historic market data in a user-defined datetime range, applies the rules defined in the associated trading system, and generates a trading simulation.

A backtesting session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.

Click to learn more about backtesting sessions

Adding a Backtesting Session Node

To add a backtesting session, select Add Backtesting Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters.

Configuring the Backtesting Session

Select Configure Session on the menu to access the configuration.

{
"folderName": "Session-Name"
}
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.

Starting a Backtesting Session

Before you start a backtesting session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.

After a few seconds, a literal indication of the progress of the calculations appears below the session node, displaying the date that is currently being processed. Once the calculation is finished, the session stops and the date below the session node dissapears.

To stop a backtesting session, select Stop on the menu.

Paper Trading Session

A paper trading session is a trading mode by which the trading bot instance reads a live market data feed, applies the rules defined in the associated trading system, and generates a trading simulation.

A paper trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.

Click to learn more about paper trading sessions

Adding a Paper Trading Session Node

To add a paper trading session, select Add Paper Trading Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters.

Configuring the Paper Trading Session

Select Configure Session on the menu to access the configuration.

{
"folderName": "Session-Name"
}
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.

Starting a Paper Trading Session

Before you start a paper trading session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.

To stop a backtesting session, select Stop on the menu.

Forward Testing Session

A forward testing session is a trading mode by which the trading bot instance performs live trading with a user-defined fraction of the available capital.

A forward testing session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.

Click to learn more about live session requirementss

Adding a Live Session Requirements Node

To add a forward testing session, select Add Forward Testing Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters.

Configuring the Live Session Requirements

Select Configure Session on the menu to access the configuration.

{ 
"folderName": "Session-Name",
"balancePercentage": 1
}
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.

  • balancePercentage is a number defining the percentage of the initialBalance specified in the base aset configuration that will be used for trading. For instance, "balancePercentage": 1 means that 1% of your balance will be made available. Just like the initialBalance is scaled down, the minimumBalance and maximumBalance are also scaled down accordingly (see base asset).

Let’s draw a quick example:

Your base asset is USDT and your initialBalance is USDT 10,000.

If you set up your forward-testing session with “balancePercentage”: “1”, then USDT 10,000 * 1% = USDT 100. This is the balance that will be available to your forward-testing session.

Starting a Live Session Requirements

Before you start a forward testing session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.

To stop a backtesting session, select Stop on the menu.

Live Trading Session

A live trading session is a trading mode by which the trading bot instance reads a live market data feed, applies the rules as defined in the associated trading system, places the corresponding orders at the associated exchange, and stores the defined data products.

A live trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it.

Click to learn more about live session requirementss

Adding a Live Session Requirements Node

To add a live trading session, select Add Live Trading Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters.

Configuring the Live Session Requirements

Select Configure Session on the menu to access the configuration.

{
"folderName": "Session-Name"
}
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.

Starting a Live Session Requirements

Before you start a live trading session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session.

To stop a backtesting session, select Stop on the menu.