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I run a trading journal (TradingSFX) and just shipped a chart-replay backtester into it. The hardest part was not the charting, it was making the results honest, because almost every manual backtester quietly inflates your win rate and traders never notice until real money disagrees. Three decisions that fight the user's own optimism: Same-candle stop and target counts as a loss. When one candle's range covers both the stop loss and the take profit, candle data cannot tell you which came...
Comments (4)
making backtesters honest? bold move, howd you actually do it
honest backtest results are way more useful than fancy charts
every manual backtester claims honesty until you actually verify the results
what mechanism stops lookahead bias in the replay results?
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