Validating R-Backtesting frameworks against Metatrader 4 with 99% tick accuracy

January 5, 2014

(This article was first published on xmphforex, and kindly contributed to R-bloggers)

The primary objective here is to make sure the framework I use in R to backtest strategies delivers similar results to that of MT4, most specifically to 99% tick accuracy MT4 backtesting. Why the 99% tick accuracy …. because it’s … Continue reading

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