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
Functions and Limitations of Backtesting
Vital Factors To Consider When Backtesting
Optimizing Your Parameters for Maximum Performance
How To Interpret Backtest Optimization Result
Calibrating/Re-calibrating Your system to your broker’s live data
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