backtesting - Are there any good tools for back testing options ...
Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.
Backtesting - Forex Factory
Nov 3, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Rule of Traffic light - Quantitative Finance Stack Exchange
The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …
Backtesting - Forex Factory
Apr 28, 2023 · 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 …
How to simulate slippage - Quantitative Finance Stack Exchange
15 I'm backtesting a trading strategy, using free OHLC data from yahoo or google. I'm simulating friction by lopping a flat percentage (say 0.5%) off my returns for each day that I make a trade. Whats a …
MT4 EA - strategy tester - backtest results inaccuracies
Jul 25, 2007 · Hi I've been testing my new EA in MT4. The results that the backtest results produce in the strategy tester are dreadful! I backtest using the "Every tick (based on all available timeframes …
Backtesting with Level 2 depth of book - Quantitative Finance Stack ...
Backtesting with Level 2 depth of book Ask Question Asked 5 years, 6 months ago Modified 5 years, 6 months ago
How to get 99.9% Modeling Quality on MT4 (BT) | Forex Factory
May 24, 2018 · Hello Folks, There are many procedures available over internet, how to get 99.9% Modeling Quality Tick Data for back testing on MT4. Here I will share a simple method which is …
Is there a good backtesting package in R?
Is there a good backtesting package in R? Ask Question Asked 10 years, 2 months ago Modified 5 years, 2 months ago
Manual backtesting solution for MetaTrader4 - Forex Factory
May 1, 2022 · Hello, i would like to introduce my backtesting solution for MetaTrader4. This EA allows the user to open/close trades manually in the Strategy Tester like the OneClick panel on a live chart.