Recent content by AlgoBench

@numbertea. Agreed. At ALGOBENCH.COM we like to understand actual spreads quite carefully, as they also change throughout the day. Being as conservative, with your assumptions, as possible weeds out a lot of false strategies.

Yes, ALGOBENCH.COM uses a number of approaches to backtesting.

@journeyforlife93 I think it very much depends on the complexity of your strategy. Whilst I certainly agree with keeping it simple, some simple strategies are built on fairly complex foundations (i.e. the underlying indicator). I think it is good to know the exact details of what a trading...