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The Architecture of a Valid BacktestBacktesting is often treated as a simple script execution, but a robust backtest requires an architecture that isolates the signal generation from the execution simulation. If you are seeing a Sharpe ratio of 3.0 but your live results are negative, you have a structural flaw in your simulation. We must treat the backtest as a data processing pipeline where data integrity is paramount.Look-ahead BiasLook-ahead bias is the most common technical failure. It happens when your strategy logic inadvertently accesses future data. For example, calculating a 50-day Simple Moving Average (SMA) on day 50 and applying...