I have talked to so many people about this backtesting fail. They put so much emphasis on this and fail when it goes live! I don’t know what they get when they hear this. All successful traders I have talked to over the years scoff at this backtest process. Here is an article that says otherwise.
Let me know what you think on our chat server at quantlabs.info
Just as a sidenote, Motivewave has an excellent feature for backtesting under their Optimize Feature.
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