Backtesting
All
AmiBroker
Automation
Backtesting
Curve Fitting
Journaling & Review
Market Analysis
Podcasts
Psychology & Mindset
Python
RealTest
Risk Management
Strategy Development
Tools & Technology
Trade Management
Trade-Ideas
- "The Backtest Filter I'm Applying Doesn't Get Rid of All the Trades. Why?
- To Infinity and... Beware Infinite Values
- Using AI Agents to Backtest Strategy Ideas
- Automate an Amibroker Backtest
- Starting Too Wide is a Mistake
- "Should I include delisted stocks in my backtests?"
- "Can you write one version of code for backtesting and live?"
- Should You Use Python for Backtesting?
- "How should I handle outliers in my backtest?"
- Handling Bad Data in an Amibroker Backtest
- "What is the bare minimum win rate for a profitable strategy?"
- "How Should I Backtest This Volume Spike Strategy?"
- "How does backtesting work when market regimes constantly change?"
- "Can I Backtest a Scalping Strategy in Amibroker?"
- You Are Backtesting, You Just Don't Realize It
- What's a Good ROI for a Strategy?
- Should You Use Ranking in Your Strategy?
- Portfolio-Level Backtesting: Essential or Waste of Time?
- How Often Should You Re-Optimize Your Strategy?
- Profitable Strategy with 5% Win Rate - Realistic?
- A Generic Portfolio Analyzer Submitted By a Trader
- Backtest Workflow Diagram
- View Performance Across Multiple Strategies in Amibroker
- The Best Way to Make Your Backtest Faster
- "I want to backtest, but I'm not a programmer"
- "But I'm Worried About Curve Fitting"
- Statistically Significant Number of Trades
- Execution Hints in a Backtest
- Backtesting Versus Execution
- Monte Carlo Simulations for a Backtest
- Using Alternative Data in a Backtest
- Special Symbols for your Backtest
- Adding Data from Other Symbols into a Backtest
- Backtesting on Short Timeframes
- Compare Real Trades to your Backtest
- Refresh Your Backtest in a Drawdown
- How Do You Know Your Strategy Has An Edge?
- Which Version of this Strategy is Best?
- Commissions and Slippage in Backtest?
- Is the Optimize Function in Amibroker Useful?
- Which Equity Curve Is Better?
- Backtest Speed
- Which Metrics Are Best?
- Long and Short in Same Backtest?
- Restrict Your Strategy to a Specific Symbol List?
- The First Thing To Do With Any Backtest Software
- Brute Force Optimizations
- Optimizing Time of Day Across Multiple Signals
- Less Precision to Avoid Curve Fitting?
- Optimizing on Time of Day
- Out of Sample Performance
- The Backtest Looks Great - What Could Possibly Go Wrong?
- Constrain Yourself
- How Often Do You Re-Optimize?
- Optimize on Entire Backtest?
- Another Column for your Backtest
- A Column for your Backtest
- The Key to Backtesting: Your Library of Columns
- How To Add Predictive Columns
- Combine Long and Short Strategies to Optimize?
- You're Probably Backtesting Wrong
- The Story an Equity Curve Tells
- Simple Strategy Metrics
- Optimizing Your Strategy
- The Best Columns Are...
- Filter Ideas
- Two Types of Filters
- What Metric Should You Optimize On?
- Better Volatility Metric?
- Backtesting Puzzle Explanation
- Responses to More Trades Than You Expected
- How Far Back Should Your Backtest Look Good?
- More Trades Than You Expected
- Predictive Columns
- All Columns Aren't Equal
- Your Library of Columns
- Add Multiple Columns to your Backtest
- What's the Best Filter for the 50 Day Moving Average?
- Filters Are Everything
- Which Backtester Is Right For You?
- Can Forward Testing Replace a Backtest?
- Which Backtesters Are Worth Considering?
- Your First Backtest
- The First Backtesting Mistake to Avoid
- How to Backtest Series
- Why Curve-Fitting Gets Traders Stuck
- How To Segment Your Out of Sample Trades
- A Way To Predict The Future
- The Easiest Way to Avoid Curve Fitting
- How to Curve Fit
- Fixing Curve Fitted Strategies
- Recognizing Curve Fitting
- Is Your Strategy Curve-Fitted?
- Curve Fitting - What's the Worst That Can Happen?
- Curve Fitting Series
- What's Your Most Frustrating Backtesting Problem?
- The Wrong Way to Backtest
- Choosing Backtesting Software
- Removing The Worst Trades from a System
- Fooled By Data
- Looking Into The Future
- A Bad Backtest
- Handling Blank Values
- Win Rate
- A Rule to Avoid Follow Up
- A Rule To Avoid
- Trades Not Matching Backtest
- How To Make Your Strategy More Predictive
- You're Measuring Trading Performance Wrong
- Avoid This Huge Mistake When Backtesting
- The Smart Way to Avoid Bad Ticks
- Two Identical Trades - Can You Tell Which One Is Better?
- My Unique Backtesting Process
- Using Excel to Improve Your Trading Strategy
- The Biggest Time Saver in Developing Trading Strategies
- I Threw Away My First Profitable Strategy - Here's Why
- Why I Started Backtesting
- Why I Backtest Without Stops
- Case Study: Helping a Trader Improve Their Strategy
- Choosing a Backtesting Platform
- You're Probably Backtesting Wrong
- How to Handle Outliers in Your Backtest
- The Best Way to Visualize Your Backtest
- Backtesting the Closing Range Trading System
- What Frequency of Trades is Best for a System?
- Creating a SPY Trading System
- SPY and Rising/Falling 200 Day Moving Average
- Is the Market Really More Likely to Continue as Gap is Bigger?
- My Take on Improving the Equity Curve
- All Gaps Are Not Created Equally
- SPY since 2000 - Overnight vs. Intraday
- TASC #4 — Should You “Trade” Your Equity Curve?