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.
visual debugger allows replaying the backtest or stepping into details. Results are validated with
walk-forward analysis, Montecarlo simulation, and reality checks with randomized