|
- Backtesting - Forex Factory
Backtesting is testing a trading strategy using historical market data to determine its effectiveness in the past The process entails running the strategy through a simulated trading environment and evaluating how it would have performed in the historical market conditions
- Backtesting Tips - Forex Factory
Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand Some traders place so much reliance on their back testing that the evidence of divergent actual results will not convince them that they missed something important
- backtesting - Writing an Options Strategy Backtester - Quantitative . . .
Backtesting on historical options data; Papers about backtesting option trading strategies; In particular I am interested in spread trading From these I've gathered backtesting these strategies is pretty much relegated to commercial tools, or professionals writing their own I understand the basic idea of backtesting, and I'd like to make my own
- MT4 Backtesting Threads - Forex Factory
When backtesting, you want to use the EVERY TICK MODEL and have accurate 1M data to get the most accurate test possible The 1M data is important, because the EVERY TICK MODEL uses whatever the smallest available timeframe available is and "fakes" the movement of price within the smallest available bars
- backtesting - Are there any good tools for back testing options . . .
Unlike backtesting stocks or futures, backtesting multi-legged option spreads does have its unique challenges One way to backtest your options strategies is to download historical option data (Market Data Express) and use a technical analysis Excel plugin You can then create an Excel spreadsheet to automatically enter adjust your spread
- What are the best free software for backtesting?
You do have to pay a small monthly fee for certain data feeds (i e Futures), although can you can always import your own 3rd party data They have some of the most mature backtesting software, including Walk-forward optimization If you do use their data network, you have access to 1-minute bars, seconds, ticks
- backtesting - What are the popular methodologies to minimize data . . .
Well if we try to find the best parameters (with maximum likehood, MSE, MAP) and actually fit the predicted time serie to noise instead of real "structure" or "pattern", we have overfitted In the contest of backtesting I see the data snooping as the bias we introduce when looking for different rules untill we find a working one $\endgroup$
- EA for manual backtest with MT4 strategy tester | Forex Factory
Hi, Until now I used it for backtesting, because in my strategy there are many open positions, so I would like to know in live trading the average prices, profit, pos sizes in both directions It would be good to place "half close" buttons beside the individual close buttons
|
|
|