Should I stop doing manual backtesting?

But that 100 manual tests... isn't it better to automate with an EA?

Isn�t that �feeling� strategy very subjective? It seems unscientific.

And what if your manual results don't replicate in real? How do you adjust that?

Thanks for sharing without a filter, that's how you learn.

Thank you. Your examples with concrete numbers helped me a lot.

Thank you for taking the time. Few contributions so structured.

Okay, but all that's fine in theory... and in real with slippage and spreads?

What do you do when your strategy works in backtest but it breaks down in news?

Isn't it dangerous to rely on visual backtesting with so many hidden variables?

Excellent explanation, it's nice to find such clear content.

Thank you for bringing it down, no smoke, no exaggeration.

Thanks, the Excel part blew my head off, I've never seen it like this.

What if the market changes completely in 6 months?

And what do you do with the false positives that appear by pure chance?

Don't you think excessive backtesting creates a false sense of control?

Premium quality contribution. Thank you for sharing without saving anything.

Thank you for showing the mental side of the test. That's not on YouTube.

Thanks for not selling smoke, this is what all newbies should read.

But you can still be fooling yourself if you only use historical data. Right?

Don't you think there are too many assumptions about that methodology?

And how do you prevent your results from being skewed by the economic context of that period?

Thank you for opening my eyes.

Thank you so much. This is worth more than many paid courses.

I never imagined analyzing bugs was part of the edge, too.

But still, I don't understand how that knowledge is transferred to actual action.