Backtest Auditor

Free, and runs on your machine. Looks for common errors in a trading backtest, such as lookahead bias, survivorship bias, unrealistic costs, overfitting, sub-period instability and concentration. Your code is read, never executed.

Run it on your strategy code, return series or trade log and get a report on the errors that most often make a backtest look better than it is. Uses tomorrow's price to decide today's trade shift(-1) moves tomorrow's close onto today's row, so the signal knows the answer before the trade. Checker's rule title : Negative shift (future data) in a feature or signal