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.

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

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 …

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 trained to analyse" - …

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

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, and only …

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 …

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 to be …

Is there a good backtesting package in R? Ask Question Asked 10 years, 1 month ago Modified 5 years, 2 months ago