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Published backtesting methodologies mostly fall into three categories: Coverage tests assess whether the frequency of exceedances is consistent with the
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MetaTrader 4 Strategy Tester Tutorial. At best, backtesting offers only a close approximation of how trades would be executed in real-time.
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Tick Data Suite (TDS) has been around for quite some time and although it was certainly a great tool for backtesting it was not really a “suite of tools” as it
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