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Backtesting Trading Strategies: From Theory to Execution – My Quest for the Holy Grail of Profit
The Quest Begins (The "Why")
Picture this: I’m sitting at my desk, coffee gone cold, staring at a spreadsheet that looks like something out of Indiana Jones and the Last Crusade – a maze of dates, prices, and a gut feeling that I’ve cracked the code to beat the market. I had a shiny new idea: buy when the 50‑day moving average crosses above the 200‑day (the classic “golden cross”) and sell when it crosses below. Sounds simple, right?
I threw the logic into a quick Python script, ran i...
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