SYSTEM AND METHOD FOR BACKTESTING ECONOMIC CALENDAR

Abstract

Disclosed herein is a system comprising a processor and a memory. The memory stores instructions causing the processor to: generate a backtesting view on an output for a backtesting session comprising a historic market instrument, the backtesting view having a first simulation time; retrieve economic events data comprising at least one economic event having event properties, the event properties including an event timestamp and an event value, the event timestamp being subsequent to the first simulation time; display an economic calendar comprising an economic event item in an economic calendar drawer of the backtesting view, the economic event item having an actual value label having a value placeholder; advance the first simulation time to a second simulation time at or after the event timestamp; and cause the output to show the event value for the actual value label and not show the value placeholder for the actual value label.

CPC Classifications