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Search: Posts Made By: ellinas
Forum: Commodities February 13th, 2020, 04:59 AM
Replies: 12
Views: 8,709
Posted By ellinas
Correct/precise backtesting is crucial when...

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...
Forum: Commodities April 1st, 2019, 06:31 PM
Replies: 12
Views: 8,709
Posted By ellinas
Use only MR(Market replay) method for backtesting...

Use only MR(Market replay) method for backtesting for at least 12-months back. This is the only reliable backtest method. Anything else is fake and fails.
Thanks-
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