Backtesting a trading strategy in Python and MT5: how to test a forex EA or trading robot before you trade it.

Hello! My name is Vasyl Lavrinenko, I am the prize winner of the MetaQuotes Championship in automated trading on the Forex market.
https://www.metaquotes.net/en/company/news/3504

Confirmation Eats More Than Half the Move.
Waiting for confirmation is not a tuning problem. It is arithmetically unprofitable, always.

This video is part of the course “Forex Algorithmic Trading: Backtesting Strategies in Python”
https://www.udemy.com/course/test-it-before-you-trade-it-backtests-without-curve-fitting/?referralCode=AAFD579BEC179990057A

Chapters:
0: 00 Intro: confirmation costs more than the move
0: 20 Wait for confirmation?
0: 38 How big the swings really are
1: 05 The price of confirming a turn
1: 42 The ticket costs more than the move
2: 06 Machine learning did not fix it
2: 45 When the structure is wrong
3: 13 Measure your move and your entry cost

Topics: backtesting a trading strategy, trading strategy testing, forex EA backtest, backtesting on MT5 and in Python, overfitting in trading, algorithmic trading strategies.
#backtesting #tradingstrategy #forex