Serious backtesting.
Zorro's
tick-level
backtest module needs only
0.3 seconds for a 10-years test. For high speed it's written
mainly in C++, partially in Assembler. Exchanges,
brokers, and accounts are accurately simulated by their symbols,
leverages, commissions, NFA or FIFO compliances, and other parameters.
Tests can use ticks, standard bars, or any sort of special bars.
The visual debugger allows replaying the backtest
or stepping into details. Results are validated with walk-forward
analysis, cluster analysis, and Montecarlo simulations with randomized
price curves.