C#

nik milev

Quant

14,501

Backtests

57

Comments

21

Discussions

3

Public Algorithms

Experience points

91,876


Date Joined

3rd November, 2014


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


nik left a comment on Realistic backtesting question

HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar c...

8 months ago


nik left a comment on Realistic backtesting question

Hi Stefano,I cleaned a little bit the test and ran it again. This time I used TYD and DRN - both tra...

8 months ago


nik left a comment on Realistic backtesting question

HI Stefano, Thanks for the clarification that the artificially copied bar will not be used for fills...

8 months ago


nik left a comment on Realistic backtesting question

HI Stefano, Thanks for the quick response! So, since the limit order fills on next bar, you think ne...

8 months ago


nik started the discussion

Realistic backtesting question

8 months ago




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