Trading Strategy and Backtesting Guides

Practical guides to building trading rules without code, testing them on historical data and spotting backtest bias.

• Build a No-Code Trading Strategy

  Turn a trading idea into explicit filter, signal, position weight and exit rules you can test on historical data.

• How to Backtest a Trading Strategy

  Set up a historical backtest, test realistic fills and costs, and review drawdown and trade counts before trusting the result.

• How to Spot Look-Ahead Bias in a Backtest

  Use timestamp checks, a truncated-data run and a point-in-time universe to catch information a strategy could not have had.