Backtesting with vol and tick data

Discussion in 'Strategy Building' started by TexasTeaTrader, Jul 16, 2014.

  1. I know it can test longer then a few weeks, took me about 6 hours to do market replay for just 3 months( have to change contracts, cant skip weekends, and only runs at 500x speed).
     
    #11     Jul 16, 2014
  2. Avoid backtesting. Do a forward test instead.
     
    #12     Jul 17, 2014