Backtesting Results
I've been working on a backtester for over a year now (along with a trading platform).
I take actual live trades and then I run the same algo to try to get the backtester close as possible.
How close is good enough?
here you can see a sample of actual vs backtesting and the delta.
The times are identical for entries and exits with only some being slightly off.
Don't focus on the PNL results just the times, PNL per trade.
How close is close enough?
(This is NQ futures btw)
I haven't seen any truly good backtesters so I built a system to automate the trading and also use the exact same framework to backtest.
Im not using bid/ask only last prices but the backtester CAN use bid and ask and can adjust slippage but all other variations doing using those or some other configuration hasn't yielded better results so far.