backtesting tradingstrategies website represents a topic that has garnered significant attention and interest. Rule of Traffic light - Quantitative Finance Stack Exchange. 3 I heard that there is a rule called Traffic light from Basel which is used to backtesting the VaR numbers. However I could not find exactly which regulation from Basel mandates that, although I am overall familiar of this rule. Could you please help me with any reference to exactly which rule first introduced the Traffic light for VaR ... backtesting - Are there any good tools for back testing options ....
It's important to note that, are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible. Share ideas, debate tactics, and swap war stories with forex traders from around the world.
It's important to note that, mT4 Backtesting Threads - Forex Factory. Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Additionally, some traders place so much reliance on their back testing that the evidence of divergent actual results will not convince them that they missed something important. Backtesting of VaR estimates - Quantitative Finance Stack Exchange.
From another angle, regulators want to backtesting VaR estimates based on both Risk theoretical PnL and Actual PnL. My question is how can Backtesting of VaR be done with Actual PnL? Typically, financial instruments are Moreover, difference between cross-validation, backtesting, historical simulation ....
Moreover, compared to these, how do backtesting, historical simulation and Monte Carlo simulation resample the same dataset per run? "you often need hyper parameters to be trained to analyse" - the rest of the paragraph makes sense, but I think you just phrased this part incorrectly. Share Backtesting Spreadsheets/Trading Journals - Forex Factory. backtesting - Writing an Options Strategy Backtester - Quantitative .... It's important to note that, backtesting on historical options data Papers about backtesting option trading strategies In particular I am interested in spread trading.
In this context, from these I've gathered backtesting these strategies is pretty much relegated to commercial tools, or professionals writing their own. I understand the basic idea of backtesting, and I'd like to make my own. EA for manual backtest with MT4 strategy tester | Forex Factory. Similarly, hi, This is a very basic EA I'm working on, here is the first version.
You can use it to manually backtest strategies with MT4 Strategy Tester. It only works with Strategy Tester, and only in Visual Mode. At the moment you can manually buy or sell, close all positions, close all longs or all shorts. TP and SL can be set in the Expert Properties.
Additional features will be added later.
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