Thank you all for your suggestions. I am planning to backtest first on training data (600days), then test data (200days) and then forward test any...
Thank you very much for the reply. Yes, I guess tick-data backtesting is what I would like to do, but I haven't got the infrastructure yet to...
Reading that post back made me realise how garbled it sounds. Simply put, I am trying to work out how my open positions would have been affected...
Hello guys, I have been reading the board for a couple of years and finally got around to trying to develop something myself. Initially I want to...
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