The accuracy of trading performance back testing

Posted by on Feb 9, 2008 in Uncategorised

Even beginner trader is well aware how important is testing of trading strategy on historical price data to estimate its efficiency. Everybody who tried to write own strategies in Metastock® or Trade Station® was able to watch performance charts of initial capital growth throughout the period of strategy execution and also everybody observed typical statements: “past performance is not a guarantee or a reliable indication of future results” which typically accompany...

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