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Articles, guides and insights on algorithmic trading, backtesting strategies, quantitative analysis, and data quality.
1–9 of 75 articles
"I'll Leave Forex If This Setup Doesn't Work Out": Why That Mindset Signals a Deeper Problem
When a single trade setup becomes an ultimatum, it's usually a sign the process — not the market — needs fixing. Here's how algorithmic backtesting reframes the all-or-nothing trap.
Historical Market Data for Quants: 3 Price Bands and When to Buy Once
Map exchange fees to vendor bands and build a realistic budget. Learn three common price bands, hidden licensing multipliers, and when a one-time dataset...
Quant Traders: One Line Fill Formula to Simulate Minute Bar Slippage
Practical slippage methods for quant traders: a one line per-trade fill formula, sensitivity sweeps, and clean minute bar datasets to trust backtests.
MT4 Portfolio Backtesting: Export Replay to Find Real Drawdowns
Export, normalize, and replay MT4 backtests to reveal real portfolio drawdown. Use minute bar data and GMT checks to prevent timing errors.
Three Ways to Run an MT5 Portfolio Backtest With Clean Minute Bars
Three practical ways to turn MT5 exports into a true portfolio backtest, with minute bar audits, normalization steps, and a reproducible checklist.
99% Modeling Quality for Quants: MQL4 Data Prep Per Year Gap Audit
Make MQL4 backtests reproducible. Import real tick history, use Every Tick with variable spread, then run a per year gap audit and data validation before...
Reproducible MT4 Backtesting Data Sources That Skip Conversion
Developer-focused MT4 guide to verification checks, CSV import pitfalls, and import-ready datasets. Learn how to avoid timezone, gap, and modeling-quality...
Building an EURUSD Trade Framework: A Backtesting-First Approach
EURUSD remains the most searched and most traded currency pair for a reason. Here's how algorithmic traders can build a structured, backtest-driven framework around it instead of chasing signals.
Stop False Backtests: 3 QA Checks for MT4/MT5 Import Ready Datasets
Stop false backtests: run three QA checks, import one M1 file correctly for MT4/MT5, and use BacktestMarket datasets with timezone tags and checksums.