If you have been backtesting exotic pair strategies the same way you backtest EUR/USD, your results are probably lying to you. Standard back

If you have been backtesting exotic pair strategies the same way you backtest EUR/USD, your results are probably lying to you. Standard backtesting frameworks treat spreads as a constant, slippage as a fixed percentage, and fills as binary events. On exotic pairs, all three assumptions break before you place your first trade. This guide builds a Python backtesting engine from the ground up that models the real execution conditions of exotic pairs. By the end, you will have a reusable framework that surfaces the kind of ugly truths most retail traders discover only after losing real capital. Why Standard Backtesting...