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What is backtesting

Backtesting is the process of testing your trading system using historical quotes. For example, you have a system that trades a currency (shares, bonds, futures, etc.) after every two bullish candlesticks. You can check how your trading system performs on historical quotes. That is the main task for Backtester.

Why Backtester

Backtester application is written on C++ therefore has shorter execution time. Application does not use directly your trading system algorithm but only order sequence, so first, trading algorithm can be implemented with any method without any compatibility issues or other limitations, and second, application becomes more similar to trading console instead of analysing system. This feature gives an opportunity for trading console and testing system interface unification. Our project's developing in that direction right now.