Survivorship bias happens when you include only those companies that still exist today in backtests. Most lists of energy stocks won't include Enron, for example, and your portfolio will see the meteoric rise of Amazon but not the bankruptcy of Pets.com.
Look-ahead bias happens when you test using financial data before the market would have would seen that information. This happens, for example, when you start using December year-end figures in December, even though they weren't released until February or March.
We've gone through great lengths to eliminate all biases with historical simulations. In fact, it's one of our core goals -- we are ruthless in squashing it whenever we find it.
One exception: Testing against a static list of tickers that you uploaded results in unavoidable user-introduced bias. (So don't do it!)