BACKTESTMARKET

Blog

Articles, guides et analyses sur le trading algorithmique, les stratégies de backtesting, l'analyse quantitative et la qualité des données.

19–27 of 121 articles

Clean Forex Data: 5 Audit Checks Quants Run Before BacktestingEN
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.

Lire la suite →
Quants: Run This 7 Step Data Audit Before Backtesting on MT4/MT5EN
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,...

Lire la suite →
Stop Broken Candles in Two Minutes When Importing CSV into MT5EN
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.

Lire la suite →
Protect Your Backtest: 5-Step Audit for Handling Missing BarsEN
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.

Lire la suite →
3 Ways to Remove Weekend Bars From Forex Data for BacktestingEN
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...

Lire la suite →
Skip Adapter Work: Cross Asset Data Normalization for DevelopersEN
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...

Lire la suite →
What Seven Years of NQ Tick Data Taught Us About Finding Real EdgesEN
Backtesting

What Seven Years of NQ Tick Data Taught Us About Finding Real Edges

A Reddit trader spent months backtesting seven years of NQ tick data and surfaced two candidate strategies. Here's what that process reveals about how much data you actually need, and how to avoid fooling yourself along the way.

Lire la suite →
Avoid Hour Errors: Three Parts to Normalize Time Zones for DevelopersEN
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.

Lire la suite →
Market Data Formats for Developers & Quants: SBE, Parquet, Dollar BarsEN
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...

Lire la suite →

Newsletter

Restez informé

Nouveaux jeux de données, experts-conseillers, remises et analyses de trading — directement dans votre boîte mail.

Panier

Votre panier est vide

Ajoutez des produits pour commencer.