Why this works
Backtests are filters. Forward testing tells you what execution actually costs—slippage, commissions, latency, and missed fills. One focused week will teach you more than a month of curve-fit tinkering.
The 7-day plan
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Day 1: Install Automator. Run paper with Market orders.
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Day 2: Paper again; compare Market vs Limit.
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Day 3: Live forward test - Use Paper via your broker for real results.
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Day 4: Live micro size. Keep rules identical.
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Day 5: Swap Market↔Limit. Track fill speed & slippage.
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Day 6: Keep the better type; add a basic daily stop.
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Day 7: Review stats; lock what worked; plan next week.
Pro Tip: Want zero friction? Grab prebuilt strategies tuned for the Automator.
Wrap-up
Seven days. Real fills. Real fees. You’ll know if the system holds water—before you size up.
FAQs
Why not just backtest?
Because backtests don’t simulate queue time, slippage, and platform realities.
How small is “micro”?
As small as your broker/exchange allows—your goal is data, not P&L.
What do I track?
Fill rate, avg slippage, time-to-fill, and any non-fills.
Follow these steps and you'll have yourself 7 days of testing
