Backtest of Trading Systems on Candle Charts
classification
💱 q-fin.TR
q-fin.CP
keywords
candlesituationssystemstradingavailablebacktestbacktestingcalculation
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In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations which are not or not uniquely decidable and give possible strategies to handle such situations.
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