Forward testing code block by Canundo — Strategy by Canundo
By Canundo
Performance Metrics
- Author: Canundo
- Symbol: BITMEX:XBTUSD
- Timeframe: 15 minutes
Description
This is purely a code block useable for strategies you want to forward test. No backtest will happen.It's especially important to figure out if a strategy will perform as well in live trading as it does in backtesting since the trades in backtests are calculated differently. It can be a great difference.It's best to test it on 1 minute timeframe or lower. It would take 1-2 minutes to see the first trade happen while no trade before exists.