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I backtest for much longer and try to always incorporate High Volatility time periods. There are some excellent platforms for this that use simple programming languages for backtesting rules likeTradestation, Multicharts.. I use TradeNavigator.
Can you help answer these questions from other members on NexusFi?
Correct/precise backtesting is crucial when testing/creating a strategy. As I said before, market replay is the best backtesting method (regardless of your COBC is true or false). However, if you work on NT7 (or maybe on other platforms) and you dont have as an Add-on the market replay s/w (or if u dont want to buy it) then you can use the existing NT7's backtesting s/w based on 2 assumptions : a) your COBC should be true, and b) the type of Bars you use MUST show the exact market's move. The latter means that e.g sipmle Renko bars are not suirable for backtesting. You have to use "wicked" type Bars or Range Bars or other special type Bars. For example, I attach herewith the backtest results using the common NT7's existing s/w of one of my strategies using special type "wicked" Bars (with my COBC = true on my code, coded by me). These results are almost the same when compared with testing results of the same strategy when using market replay s/w. This proves the reliability of these results. Once again, this is only a real example. I hope this helps. Thank you,-
