Forward testinglive market mein bina paise lagaye strategy check karna

Forward testing means applying your strategy to the live market as it unfolds, either on paper or with very small real positions, and recording every trade exactly as the rules dictate. It comes after backtesting, because a rule that looks good on history may fail once slippage, delayed data, news gaps and your own hesitation enter the picture. Suppose your backtest of a Nifty breakout rule shows a 45% win rate. Forward test it for two or three months, taking every signal on a simulator or with one lot, and compare. If the live win rate is 30%, something in the backtest was wrong or the market has changed. Forward testing is slower than backtesting, and that is the point: it exposes whether you can actually follow the rules. Only after both stages agree should you consider trading at full size.