Recent content by TheTickMaster

If you assume the Limit Buy Orders fill if Last Traded Price <= Limit Price, you'll likely get an over-optimistic impression of the strategies performance (i.e. you'll think # trades, % winners, average trade, etc are all higher than they will likely be in reality). {A} If you assume the...

Thanks for the info!

Tick data (historical) is also important; your strategies will be tested on data, and where data is concerned "garbage-in-garbage-out" applies in backtesting. Make sure you have clean historical tick data (i.e. bad ticks removed). And if you're testing over bars or candles, build these...