TradingView announced today that Deep Backtesting is out of beta.

Testing strategies on historical data is an essential stage in any market research: it helps evaluate the effectiveness of a strategy in the past and identify its strengths and weaknesses.

TradingView has earlier introduced a new mode to the platform — testing on deep history. It allows you to test strategies on longer time intervals using all available history. Now, this testing is out of beta. This means that TradingView has improved its interface and implemented numerous highly-requested features.

Deep Backtesting is only available to Premium users and professional traders.

It allows testing strategies on historical data which is not available in the regular testing mode. This mode removes restrictions on the number of bars, so you can dive deeper into history.

With Deep Backtesting, you can generate a report for a specific date. It comes in handy when you want to test a strategy in a specific time period. Just use the time filter and see when your strategy is most effective.

Deep backtesting has all the settings and benefits of the regular mode. For example, the Bar magnifier — it uses data from lower timeframes to simulate price movement within bars more accurately, and it also works when testing on deep history. To ensure that the information from the lower timeframes is enough, TradingView has increased the Bar magnifier’s history depth proportionally.

To start deep backtesting, add a strategy to the chart and go to the Strategy Tester. On the right, you will see a toggle to activate the Deep Backtesting mode.

Then, you can select the necessary date and click Generate report.

Please note that calculations in the new mode are performed on bars without reference to the chart. Hence, the trades displayed on the chart result from regular backtesting. They will not correspond to the trades made within deep history testing.