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September 2020

by on September 29, 2020 in Introduction, Python, TradingSimula-18, Trend Following System

Set Your Own Slippage Dynamically

WowsssadfSlippage Can Vary Throughout the Life of a Back-Test Many testing platforms allow you to set a slippage and commission fee on a trade by trade basis.  The only problem is that it is fixed for the life of the back test.  You can always set a high amount to err on the side of […]

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About This Site

This site is home to George’s Excellent Adventure into TradingSimula_18 and Python.  George grew tired of the old and expensive back testing software so he created his own and now is able to test and develop  Trend Following Systems utilizing EOD data and EOD intra-testing portfolio management.  This software, TradingSimula_18 can be found in his Trend Following Systems: A DIY Project – Batteries Included book – now in its 2nd edition.

September 2020
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