Backtest of Trading Systems on Candle Charts

Stanislaus Maier-Paape and Andreas Platen

Papers from arXiv.org

Abstract: In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations which are not or not uniquely decidable and give possible strategies to handle such situations.

Date: 2014-12
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Citations: View citations in EconPapers (1)

Published in IFTA Journal, pp. 10-17, 2016

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1412.5558

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