Recent content by mikelight
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Is backtesting simply simulated trades on historic data?
Simple backtesting is something like this: double[] SimpleBackTest(double[] ask, double[] bid, double[] signal) { double[] equity = new double[signal.Length]; double curentPoss = 0, curentBallance = 0, curentEquity = 0; for (int i = 0; i <...- mikelight
- Post #27
- Forum: Automated Trading