A system used to test a trading strategy in which a specially designed computer program is used to examine the success of a series of hypothetical trades after the fact. Backtesting programs apply user-defined entry and exit criteria to historical data and execute simulated trades from which detailed profit and loss statistics are generated.
Related information about backtest:
- Backtesting - Wikipedia, the free encyclopedia
This requires the backtest to replicate the market conditions of the time in question in order to get an accurate result. Examples of these market conditions ...
- Jamie Gritton's MI Backtester
Standard Backtester. Test screens from the standard MI lists. You can run the tests with parameters you choose, including how many stocks to hold and how long ...
- Backtest ETF Strategies
Use ETFreplay's backtesting tools to test relative strength strategies, moving averages and ETF portfolio allocations.
- Backtesting Definition | Investopedia
When you backtest a theory, the results achieved are highly dependent on the movements of the tested period. Backtesting a theory assumes that what happens ...
- CRAN - Package backtest
Jul 23, 2012 ... The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, ...
- Package 'backtest'
Description The backtest package provides facilities for exploring portfolio-based ... Conducts a backtest and returns the results as an object of class backtest.
- Asset Allocation Backtest
Backtest your asset allocation model back to 1972. See how various asset allocations would have performed in the past.
- How to Backtest Your Trading Strategy Correctly
Aug 30, 2010 ... Traders who use backtesting to validate their trading strategies know that success is coming. TradingMarkets contributor Walter Peters explores ...