Serious backtesting.
Zorro's
tick-level
backtest module needs only
0.3 seconds for a 10-years test. After all, it's C++. 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, Montecarlo simulation, and reality checks with randomized
price curves.