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Backtesting, Optimization, Simulating Fills

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    Backtesting, Optimization, Simulating Fills

    Folks
    I am curious if anyone would share their opinions on how well the optimization engine reflects live trading

    I understand that the algorithm for determining things like fills is propietary (which is completely understandable)

    I'd be grateful for any feedback from users of the optimizer and backtester on how their test runs compared if they put their systems to use in the live market

    Thanks in advance for your thoughts!

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