How to Catch Look-Ahead Bias When the Code Never Looks Ahead
With one setting enabled, the code knew at the open how the Nasdaq would close, turning a $69,000 loss into a $2.26 million gain.
Tag
Backtesting
3 articles tagged “Backtesting”.
Articles
Optimized or Overfit? How to Test Whether Your Best Parameters Were Just Lucky
Every optimization has a top result, even when the rule has no edge. Was yours just luck? Check neighbors, trade counts, out-of-sample data, and walk-forward tests.
8 Backtesting Pitfalls That Ruin Your Trading Strategies (and How to Avoid Them)
8 common backtesting pitfalls — look-ahead bias, survivorship bias, overfitting, and the back-adjusted futures data trap — and how to avoid each.