2 ms·
The article mentions a few of the pitfalls of backtesting, but it does not mention one of the best tools at your disposal in backtesting: Walk Forward Optimiza
by brobinson 9y ago
The article mentions a few of the pitfalls of backtesting, but it does not mention one of the best tools at your disposal in backtesting: Walk Forward Optimization/Analysis
https://en.wikipedia.org/wiki/Walk_forward_optimization https://en.wikipedia.org/wiki/Walk_forward_optimization
See also: "The Evaluation and Optimization of Trading Strategies" by Robert Pardo