What’s a sure fire way to test your algorithm such that the theoretical gains match results?
I feel like it’s easy to test a garbage strategy and figure out you’ll make 10% a month trading the 1min. But who knows for sure?
My friend and I tested a candlestick pattern strategy for awhile and when we began to trade it, it became obvious that our fills were not close to the open of the next candle, meaning our tested strategy could’ve been completely inaccurate because of bad fills.
How do you guys avoid this and better understand your projected gains?
Submitted October 02, 2020 at 03:16AM by GreenTimbs