Backtesting a Trading Strategy

Overview


Backtesting is the process of simulating a trade strategy on historical data to test how that strategy would have performed over the period in question.

Backtesting Steps


Analyzing a Backtest


Analyzing a Backtest : Once the backtest has been completed, there are several methods to analyze the backtest.

Pre-defined Trade Strategies


Davinci provides some out of the box algorithms for back testing various simple strategies on a price series.

Demos and Tutorials


Backtesting a Strategy
After designing a trade strategy, it is often wise to test how the strategy would have fared in the past using historical data. (for more information about backtesting, see backtesting)

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