Look‑Ahead Traps in Backtesting (Backtrader, MQL, PineScript)
Why This Matters If a backtest seems to “forecast” the future without any explanatory edge, it probably does. The culprit is usually look‑ahead bias: using information you could not have known at the time of the decision. Below are the most common categories, each with a tiny example and a safe fix. These patterns appear in Backtrader, MQL (MetaTrader), PineScript—really in every language and engine. 1) Using Future Bar Values Symptom: The strategy decides using the current bar’s final values (like Close) and assumes an execution that benefits from that same bar’s information. ...