BACKTESTMARKET

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

1–9 of 12 articles

Avoid Hour Errors: Three Parts to Normalize Time Zones for Developers
Algorithmic Lessons

Avoid Hour Errors: Three Parts to Normalize Time Zones for Developers

IANA aware dev guide: three part fix to normalize time zones and avoid DST and historic offset errors. Python, JS, Postgres recipes.

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Market Data Formats for Developers & Quants: SBE, Parquet, Dollar Bars
Algorithmic Lessons

Market Data Formats for Developers & Quants: SBE, Parquet, Dollar Bars

A developer and quant primer on market data formats: SBE/FAST feeds, Parquet and CSV storage, tick/volume/dollar sampling, ingestion checks, and...

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Holiday Gaps in Market Data: A Quant's Handling Guide
Algorithmic Lessons

Holiday Gaps in Market Data: A Quant's Handling Guide

Learn how to effectively handle holiday gaps in market data using advanced modeling techniques for better accuracy and insight.

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Data Integrity Checks: A Practical Guide to Trustworthy Data
Algorithmic Lessons

Data Integrity Checks: A Practical Guide to Trustworthy Data

Discover essential data integrity checks to ensure your data is accurate, reliable, and consistent, boosting your data management practices.

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Learn MQL4 Programming: A Free Course for Expert Advisors on MetaTrader 4
Algorithmic Lessons

Learn MQL4 Programming: A Free Course for Expert Advisors on MetaTrader 4

A foundational video course teaching MQL4 programming for creating automated trading robots on MetaTrader 4, covering variables, operators, loops, and practical Expert Advisor implementation.

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What Is Algotrading? 7 Golden Rules to Begin
Algorithmic Lessons

What Is Algotrading? 7 Golden Rules to Begin

Algorithmic trading automates your trading idea into a financial program. Before you write a single line of code, there are seven principles that determine whether your system will survive contact with the real market.

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What Is Walk Forward Analysis and Good Practices While Backtesting
Algorithmic Lessons

What Is Walk Forward Analysis and Good Practices While Backtesting

Systems that perform brilliantly in backtests often disappoint in live trading. Walk forward analysis is the methodology that closes that gap — here's how it works and why it matters.

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How to Become an Algorithmic Trader — Lesson 3: Build a Moving Average Crossover EA
Algorithmic Lessons

How to Become an Algorithmic Trader — Lesson 3: Build a Moving Average Crossover EA

Combine variables, OnInit(), OnTick(), and if statements to code a complete Moving Average crossover Expert Advisor in MQL4 from scratch. The first real trading robot of the series.

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How to Become an Algorithmic Trader — Lesson 2: iMA() and OrderSend() Functions
Algorithmic Lessons

How to Become an Algorithmic Trader — Lesson 2: iMA() and OrderSend() Functions

Learn the two MQL4 functions at the core of almost every Expert Advisor: iMA() to read a Moving Average value, and OrderSend() to place a trade. Every parameter explained.

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