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Back Testing Strategies and Skills

Jul 9, 2025

Overview

This lecture covers effective back testing methods for trading strategies, emphasizing the limitations of popular tools and providing actionable steps for skill development.

Back Testing Approaches

  • Bar replay mode restricts you to a single time frame and doesn't replicate live price action or emotion.
  • The preferred method is scrolling back on a price chart to a random date and analyzing top-down without replay.
  • Live market testing is the best way to judge trading ability and get realistic results.
  • Bar replay does not develop high time frame bias, which is critical for trade decision-making.
  • Practicing on historical charts improves pattern recognition and strategy execution.
  • Back testing should help you build confidence and spot core market structures like liquidity sweeps and break of structure.
  • Emotions from live chart movements are absent in bar replay, making it less useful for psychological preparation.

Building Blocks for Back Testing

  • Identify order blocks, fair value gaps, liquidity sweeps, and break of structure on charts as part of practice.
  • Repeatedly spotting these elements helps develop a systematic, robotic trading process.
  • Review past market days, select one or two good trades per day, and analyze them for core patterns.

Developing Trading Skills

  • After mastering strategy spotting, focus on trading psychology and managing small mistakes.
  • Use demo or small live accounts if not profitable yet to minimize risk during skill buildup.

Key Terms & Definitions

  • Bar Replay — A feature that replays past price action on a chart, often limited to one time frame.
  • Order Block — A price area where large institutional orders were placed, often signaling support or resistance.
  • Liquidity Sweep — A price move that captures liquidity above/below key highs or lows before reversing.
  • Break of Structure — A shift in market direction indicated by a price breaking previous support/resistance.
  • Fair Value Gap — A price gap on the chart between candles, often targeted by price action.

Action Items / Next Steps

  • Review the past week's charts, find good trades, and identify building block patterns.
  • Practice Aimbot spotting of patterns without bar replay, focusing on top-down analysis.
  • Trade live or on demo accounts next week; focus on pattern spotting and managing psychology.