Backtesting Strategies Properly·Lesson 24 of 38·18 min
Model realistic costs and fills
This lesson is for enrolled learners
The concept in plain words Every backtest so far in this course has assumed a trade fills at exactly the signal bar's close, for free. Real exchanges never offer that. Two costs stand between a backtest's gross return and what a live account would actually see: commission (the exchange's fee per trade, often a fixed amount or a percentage of……
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