Backtesting theoryLiquidation Despite a Stop-Loss: What a Backtest Must Account For
A stop above the liquidation price does not always close the position in time. Price feeds, order execution, and OHLC limitations can all change the result.
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The XTester dev log — notes on features, releases and decisions under the hood.
Backtesting theoryA stop above the liquidation price does not always close the position in time. Price feeds, order execution, and OHLC limitations can all change the result.
DevelopmentA short status update: a deterministic backtest engine, work on a realistic execution model, and plans for the next release.