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Stocks & Commodities V. 41:06 (47, 56): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 41:06 (47, 56): Algo Q&A by Kevin J. Davey

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Algo Q&A by Kevin J. Davey

LOOK-INSIDE-BAR BACKTESTING

I am new to algo trading, trading daily bars. I worry about backtesting, if both my stop and profit target get hit on the same bar. Will my backtest be accurate?

Excellent question! Most traders have a fear of backtesting. After all, how many of us have witnessed a great-looking backtest fall apart in real trading ...
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