A backtest that cheats off tomorrow won't fail code review. So I fired a spike into the future
The scariest bug in a backtest (the thing that estimates a strategy's returns on past price moves) isn't a crash. It's accidentally using tomorrow's…
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Backtesting an ICT strategy at 184 speed: timezone-cache + bisect lookup
I have been running an ICT-based reversal strategy live on US500 for a few months. The strategy itself is fine, but the bottleneck was nowhere near…