Event-Driven vs Vectorized Backtesting
Event-driven vs vectorized backtesting, settled with data: what the same-bar fill costs in index points, and the three things only an event loop can model.
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How to Backtest a Trading Strategy in Python
How to backtest a trading strategy in under 80 lines of plain Python: a 5/20 moving average crossover with next-open fills, fees, slippage and a split fix.
What Is Backtesting in Trading?
Backtesting replays a trading rule over past bars, seeing only what was known at the time. What comes out, four ways it lies, and when a result is too good.