backtesting - Are there any good tools for back testing options ...
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 …
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, …
Difference between cross-validation, backtesting, historical …
Dec 1, 2019 · Difference between cross-validation, backtesting, historical simulation, Monte Carlo simulation, bootstrap replication? Ask Question Asked 5 years, 10 months ago Modified 5 …
99% backtesting. Where and how? - Forex Factory
Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Backtesting of VaR estimates - Quantitative Finance Stack Exchange
Dec 15, 2023 · 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? …
Backtesting - Forex Factory
Apr 28, 2023 · Backtesting is testing a trading strategy using historical market data to determine its effectiveness in the past. The process entails running the strategy through a simulated …
MT4 Backtesting Threads - Forex Factory
Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
2025 Backtesting Renko, is it possible? - Forex Factory
Sep 9, 2025 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
EA for manual backtest with MT4 strategy tester | Forex Factory
Jun 14, 2023 · 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, …
Share Backtesting Spreadsheets/Trading Journals - Forex Factory
Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.