Salve a tutti,

I was about writing a detailed guide on EA backtesting and optimization, when yesterday I found that series of articles and videos that are really well done and that are almost perfectly in line with what I had in mind.

They are taken by a nice girl (Ken Herbert) knowing well what she’s talking about, so go for it… but I’m sure you’ll miss my italian accent

What is Backtesting
http://investpress.com/what-is-backtesting

Functions and Limitations of Backtesting
http://investpress.com/functions-and-limitations-of-backtesting

Vital Factors To Consider When Backtesting
http://investpress.com/vital-factors-to-consider-when-backtesting

Optimizing Your Parameters for Maximum Performance
http://investpress.com/optimizing-your-parameters-for-maximum-performance

How To Interpret Backtest Optimization Result
http://investpress.com/how-to-interpret-backtest-optimization-results

Calibrating/Re-calibrating Your system to your broker’s live data
http://investpress.com/calibratingrecalibratingyoursystemtoyourbrokerslivedata

Calibrating Your Systems Discretionary Parameters
http://investpress.com/calibrating-your-systems-discretionary-parameters

Thanks a lot to Ken for putting together such a good set of articles and videos.

I’ll add what’s missing… how to build a tick by tick historical database that is mandatory for really reliable backtests.

P.S. Philip just found this link to build better historical data from Ken:

Downloading, Importing, & Converting 1-Minute Data for Use with the MT4 Platform

http://investpress.com/downloading-importing-and-converting-1-minute-data-for-use-with-the-mt4-platform