– **Ignoring Slippage and Market Impact**: Always consider potential slippage and market impact. In highly volatile markets, the spread can widen, affecting the likelihood of order fulfillment.
– **Over-reliance on Simplified Models**: While simplified models ease backtesting, they sometimes overlook complexities like partial fills and changing market conditions.
### Conclusion
Order fulfillment during backtesting is not just about the numbers. It’s about understanding the subtleties of the market and making informed assumptions based on high-quality data and realistic simulations. By adopting the right strategies, you can significantly enhance the reliability of your backtesting results, paving the way for more successful trading algorithms. The journey might seem daunting at first, but armed with the right knowledge, you’re well on your way to mastering the art of successful algotrading.
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