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Backtesting Report

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  #21 (permalink)
 
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 tradingest 
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kevinkdog View Post
That is indeed a good number, but it does NOT mean it is a good strategy. For example, you have 82 trades. How many rules and variables are in your strategy, and how much optimizing did you do? If you used 1 optimized variable to get that, I'd conclude one thing, but if you have 5-10 optimized variables my conclusion would be different.

Also, is this an in-sample report, or an out of sample (or walkforward) report? Again, how that report was created becomes VERY important...

No optimisation, the rules are based on price plus one filter. For you it's good also whether the trade aren't much more

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  #22 (permalink)
 kevinkdog   is a Vendor
 
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tradingest View Post
No optimisation, the rules are based on price plus one filter. For you it's good also whether the trade aren't much more

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That's good, I'd watch what it did in real time for a while. Not sure what your statement in bold means.

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  #23 (permalink)
 
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 tradingest 
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kevinkdog View Post
Not sure what your statement in bold means.

What does means? You can explain easly.



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  #24 (permalink)
 kevinkdog   is a Vendor
 
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tradingest View Post
What does means? You can explain easly.



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I still don't understand when you say: "For you it's good also whether the trade aren't much more."

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  #25 (permalink)
 
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 tradingest 
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kevinkdog View Post
I still don't understand when you say: "For you it's good also whether the trade aren't much more."

My system have few trades. That means which no good?

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  #26 (permalink)
 kevinkdog   is a Vendor
 
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tradingest View Post
My system have few trades. That means which no good?

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It doesn't mean no good, it means that more trades would obviously be better. Hard to make a judgment without seeing out of sample performance.

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  #27 (permalink)
 
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 tradingest 
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kevinkdog View Post
It doesn't mean no good, it means that more trades would obviously be better. Hard to make a judgment without seeing out of sample performance.

To see it, I start with real time simulate. How many trade I do?

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  #28 (permalink)
 kevinkdog   is a Vendor
 
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tradingest View Post
To see it, I start with real time simulate. How many trade I do?

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I would recommend 6-12 months.

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Last Updated on November 15, 2015


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