BACKTESTMARKET

博客

关于算法交易、回测策略、量化分析和数据质量的文章、指南和见解。

1927 of 63 articles

Sharpe Ratio vs CAGR: How to Trade Off the Two Metrics in an 11-Year BacktestEN
Backtesting

Sharpe Ratio vs CAGR: How to Trade Off the Two Metrics in an 11-Year Backtest

When evaluating a long-term algorithmic trading backtest, Sharpe ratio and CAGR often pull in opposite directions. Here's a practical framework for deciding which one deserves more weight — and when.

阅读更多
What Is a Good Profit Factor for an MT5 EA?EN
Backtesting

What Is a Good Profit Factor for an MT5 EA?

Profit factor is one of the most cited metrics in MT5 backtesting, but what number actually means your EA is worth trading? This guide breaks down how to interpret profit factor in context.

阅读更多
Ukraine & Iran Wars: Impact on Financial Markets and Where We Go From HereEN
Market Analysis

Ukraine & Iran Wars: Impact on Financial Markets and Where We Go From Here

Two simultaneous geopolitical crises — Russia's invasion of Ukraine and the Iran-Israel conflict — have permanently altered the risk landscape for stocks, forex, commodities and futures. Here is our analysis and forecast for where each asset class is headed.

阅读更多
What is Continuous Futures Data and Back-AdjustmentEN
General

What is Continuous Futures Data and Back-Adjustment

Futures contracts expire — so how do you build a continuous historical price series? We explain the two approaches: raw concatenation and back-adjustment, and when each makes sense for backtesting.

阅读更多
The Worth of 1 Pip in EUR/USDEN
Trading Framework

The Worth of 1 Pip in EUR/USD

Many traders use pips as a measure to evaluate trading performance. This short guide explains what a pip is, how to calculate its value, and what a 1-pip move means for your EUR/USD position.

阅读更多
Learn MQL4 Programming: A Free Course for Expert Advisors on MetaTrader 4EN
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.

阅读更多
Forex Trading: It's All in the ExchangeEN
Trading Framework

Forex Trading: It's All in the Exchange

An introductory guide to the foreign exchange market — how currency trading works, what drives exchange rates, and how platforms like MetaTrader 4 give retail traders access to the world's largest financial market.

阅读更多
The Best Automated Trading Software Is Not EnoughEN
Trading Framework

The Best Automated Trading Software Is Not Enough

Automated strategy-generation software can help you discover trading ideas faster — but finding a candidate strategy is only the beginning. Here's why coding skills and manual refinement remain essential.

阅读更多
How to Install an EA in MetaTrader 4: Step-by-Step GuideEN
Trading Framework

How to Install an EA in MetaTrader 4: Step-by-Step Guide

Loading an Expert Advisor in MT4 is easy once you know where to look. This guide walks you through the 5 steps to install any EA in MetaTrader 4, from downloading the platform to running your first automated strategy.

阅读更多

Newsletter

保持更新

新数据集、专家顾问、折扣和交易见解——直接发送到您的收件箱。

购物车

您的购物车为空

添加产品即可开始购物。