So I'm getting ready to do some real-world testing of a system I wrote - and I'm wondering how people are doing it.
I've got both a backtest and an exploration setup for my strategy. Are people using the "peak ahead" option in the backtesting options to get to the next day trades? Just wondering how people are working it. I'm more used to other backtesting software where it can produce a "hit sheet" for the next day's trading. Exploration has some of this, but I can seem to figure out how to figure out what the position size should be. Thanks!
