72 citations · 121 across the 5 of their papers we have counts for
Showing q-fin.TRShow all
2 papers · 1 filter
q-fin.TR2015★ 1 cited
Correctness of Backtest Engines
Robert Löw, Stanislaus Maier-Paape, Andreas Platen
In recent years several trading platforms appeared which provide a backtest engine to calculate historic performance of self designed trading strategies on underlying candle data.…
q-fin.TR2014
Backtest of Trading Systems on Candle Charts
Stanislaus Maier-Paape, Andreas Platen
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…