Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

A test-first EA playbook for 2026 works because it treats scalable trading as a sequence: backtests that respect margin and liquidation mechanics, robustness checks that reduce overfitting risk, and a ...

AppLabs – As trading has become electronic, trading applications need to be reliable and effective; emphasizing more on the speed of delivery with peaks and troughs in demand. And the answer to these ...

Trading futures can feel like navigating uncharted waters, but NinjaTrader offers a way to test your strategies without risking a dime. Paper trading on NinjaTrader provides a realistic, hands-on ...

Quantitative trading relies on a data-driven approach using mathematical models to analyze market behavior. Instead of relying on instinct or opinion, it uses measurable signals based on statistics ...

Level2, an intuitive, fully visual platform, that simplifies strategy creation and automation for traders of all experience levels, today announced its partnership with Webull (NASDAQ: BULL), an ...

New to day trading? Master the basics with 10 proven tips—choosing the right platform, managing risk, controlling emotions, ...

Comprehensive structured tick history data might provide great value in terms of ideation, building and testing trading strategies. Let’s explore the indicative equilibrium price (IEP) during the ...