Paper trading sits between backtesting and going live. The strategy receives real, live market data and acts in real time, but orders are filled by a simulated broker, so no capital is at risk. It tests the things a backtest can't: live data feeds, timing, your own discipline, and whether the strategy behaves as expected when the clock is actually running.
It is the recommended dress rehearsal before any live deployment. A strategy that looks great in backtest but falls apart in paper trading was relying on something the historical replay didn't capture.
Ejemplo
After a strong walk-forward, a strategy is paper-traded for a month on live BTC data before any thought of real execution.
Cómo Noon Barbari usa Paper Trading
Cada concepto aquí está implementado en la plataforma. Abre la documentación o la herramienta correspondiente para verlo en acción.
Paper trade in noonbarbari →Términos relacionados
- Backtesting
Backtest
Simulating a trading rule on historical data to estimate how it would have performed.
- Backtesting
Walk-forward optimization
Optimize on a rolling in-sample window, validate on the next out-of-sample slice.
- Backtesting
Slippage
Difference between the price a strategy assumed and the price it actually got.
- Backtesting
Overfitting
Fitting a strategy so closely to past data that it captures noise, not signal.