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Considerations when backtesting

Trader Mindset

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Those Names Aren't Going to Be in Your Normal Data Feed

The most important thing is probably the expected value of a trade. There will be times over your trading career where the market is just not amenable to your trading style. Do you cut your position size? Do you trade less frequently? Or do you try to bull your way through it and, you know, double your positions to earn the money back - that's typically not recommended.

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