4 ms·
You could make any decently clever algorithm work in backtests as long as you don't account for spread, order failures and data delays. Years ago I used to test
by nurettin 7y ago
You could make any decently clever algorithm work in backtests as long as you don't account for spread, order failures and data delays. Years ago I used to test algorithms in a "harsh environment" where all your trades are essentially 10% worse.