XTester 
Walk-Forward and Out-of-Sample Testing: Where a Strategy Loses Stability
How to design sequential OOS tests, avoid future leakage and find the window where a strategy stops behaving consistently.
Backtesting theorybacktesting
Porting Pine Script to XTester: How to Verify Behavior
Why compiling C# does not prove the same strategy behavior: timing, orders, sizing, HTF data, and trade-level checks after a TradingView port.
Development