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 …
99% backtesting. Where and how? - Forex Factory
Dec 25, 2020 · 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 …
Difference between cross-validation, backtesting, historical …
Dec 1, 2019 · Compared to these, how do backtesting, historical simulation and Monte Carlo simulation resample the same dataset per run? "you often need hyper parameters to be …
MT4 Backtesting Threads - Forex Factory
Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Backtesting of VaR estimates - Quantitative Finance Stack Exchange
Dec 15, 2023 · According to "Backtesting requirements compare the value-at-risk (VaR) measure calibrated to a one-day holding period against over the prior 12 months. Specific requirements …
Share Backtesting Spreadsheets/Trading Journals - Forex Factory
Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
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 …
EA for manual backtest with MT4 strategy tester | Forex Factory
Jun 14, 2023 · Hi, This is a very basic EA I'm working on, here is the first version. You can use it to manually backtest strategies with MT4 Strategy Tester. It only works with Strategy Tester, …
Is there a good backtesting package in R?
With the following packages I think you have enough tools to develop a backtest: quantmod PerformanceAnalytics xts I prefer to understand what's happening rather than have all the …