Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

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.

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance on …

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

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? Typically, financial …

Aug 27, 2015 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Sep 30, 2024 · 4 I started building a backtesting application in Python to backtest and optimize trading strategies, but I've paused to assess whether to continue development or purchase software to …

The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …

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, and only …