BACKTESTMARKET

Blog

Articles, guides and insights on algorithmic trading, backtesting strategies, quantitative analysis, and data quality.

1–9 of 106 articles

Prevent Broken Backtests: Intraday Data Sources Practitioners Must Audit
Backtesting

Prevent Broken Backtests: Intraday Data Sources Practitioners Must Audit

Intraday data source checklist for practitioners: verify timestamp provenance, bar labels, and spike detection. Test a sample first.

Read more →
Why MT5 EAs Are Trending Again: A Practical Look at the Renewed Interest in Expert Advisors
Algorithmic Trading

Why MT5 EAs Are Trending Again: A Practical Look at the Renewed Interest in Expert Advisors

MT5 Expert Advisors are seeing a fresh wave of search interest. Here's what's driving it, what separates a well-tested EA from a risky one, and how to evaluate automated strategies before relying on them.

Read more →
Quants: Intraday Data Cleaning With a Three Condition Spike Test
Trading Framework

Quants: Intraday Data Cleaning With a Three Condition Spike Test

Audit first intraday data cleaning for quants: conservative defaults (flag, cap, keep raw), a three condition phantom-spike test, and five validation checks.

Read more →
Clean Forex Data: 5 Audit Checks Quants Run Before Backtesting
Backtesting

Clean Forex Data: 5 Audit Checks Quants Run Before Backtesting

Make clean forex data backtest ready with five audit checks and a 6 step cleaning workflow. Or use ready to import datasets to skip cleanup.

Read more →
Quants: Run This 7 Step Data Audit Before Backtesting on MT4/MT5
Backtesting

Quants: Run This 7 Step Data Audit Before Backtesting on MT4/MT5

A reproducible, audit-first checklist for quants validating MT4/MT5 backtest data. Preserve snapshots, run checksums, classify per-year gaps, smoke-test,...

Read more →
Stop Broken Candles in Two Minutes When Importing CSV into MT5
Algorithmic Trading

Stop Broken Candles in Two Minutes When Importing CSV into MT5

Follow MT5's exact CSV formatting and quick fixes, plus a ready to import M1 dataset to prevent broken candles and bad backtests.

Read more →
Protect Your Backtest: 5-Step Audit for Handling Missing Bars
Backtesting

Protect Your Backtest: 5-Step Audit for Handling Missing Bars

Backtest-safe workflow for handling missing bars: classify gaps, audit patterns, exclude gap-dependent signals or impute past-only, and run sensitivity tests.

Read more →
3 Ways to Remove Weekend Bars From Forex Data for Backtesting
Backtesting

3 Ways to Remove Weekend Bars From Forex Data for Backtesting

Protect forex backtests by removing weekend bars. Learn three practical routes: platform toggles, source cleaning, and plotting fixes, plus when to buy...

Read more →
Skip Adapter Work: Cross Asset Data Normalization for Developers
Trading Framework

Skip Adapter Work: Cross Asset Data Normalization for Developers

Developer pipeline for cross asset data: harmonize timestamps to ISO 8601 UTC, choose Z score or RobustScaler per series, and cut adapter work with...

Read more →
←123…12→

Newsletter

Stay updated

New datasets, expert advisors, discounts, and trading insights — straight to your inbox.

Cart

Your cart is empty

Add some products to get started.