Abstract
In this chapter, we will use the data and functions established thus far to build a backtester to simulate the results of trading with a given strategy. We will run our simulator with a few example strategies. We will introduce many practical trading considerations as we construct sample strategies.
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© 2016 Chris Conlan
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Conlan, C. (2016). Simulation and Backtesting. In: Automated Trading with R. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-2178-5_7
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DOI: https://doi.org/10.1007/978-1-4842-2178-5_7
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4842-2177-8
Online ISBN: 978-1-4842-2178-5
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