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Posts Made By:
treydog999
Forum:
Emini and Emicro Index
November 14th, 2014, 12:10 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Yes, that that is the shortcut forumula i was...
Yes, that that is the shortcut forumula i was using. Honestly excel has the std dev tool in it, it shouldn't be to hard to figure out what you want. Manual backtesting or not you should have the...
Forum:
Emini and Emicro Index
November 13th, 2014, 10:36 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
It depends on what statistic your trying to find...
It depends on what statistic your trying to find the std error of. For example you want to find the standard error of your average trade. Take the StdDev of all of your trades / sqrt(nTrades). This...
Forum:
Emini and Emicro Index
November 12th, 2014, 10:03 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
I would not expect similar metrics. There is a...
I would not expect similar metrics. There is a caveat, that is that this system was developed from stage 1 with the intent to trade multiple instruments or a basket of instruments. Then you would...
Forum:
Emini and Emicro Index
November 11th, 2014, 07:53 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
1) Well walk forward testing is defined by Robert...
1) Well walk forward testing is defined by Robert Pardo in his book The Evaluation and Optimization of Trading Strategies. But back to my statement. If Sample 1 is your in sample, and Sample 2 is...
Forum:
Emini and Emicro Index
November 9th, 2014, 12:18 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
If this is a walk forward testing model yes you...
If this is a walk forward testing model yes you should carry your previous P/L and current position inventory with you. Honestly your max DD is too high, 89% is really bad. When you take this to...
Forum:
Emini and Emicro Index
October 30th, 2014, 11:57 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Sorry I have never used matlab.
Sorry I have never used matlab.
Forum:
Emini and Emicro Index
October 6th, 2014, 12:10 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
if you just hire some kid, he may not see errors...
if you just hire some kid, he may not see errors that a "pro backtester would" but may end up being cheaper. I don't really have a lot of experience in this because I do most of my own coding.
Forum:
Emini and Emicro Index
September 30th, 2014, 12:06 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Personally I learned C++ 15+ years ago in school...
Personally I learned C++ 15+ years ago in school but i thought this would help you with some learning resources. I have used the Lynda series to refresh myself and also Microsoft virtual academy....
Forum:
Emini and Emicro Index
September 30th, 2014, 12:03 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
As with anything learn to walk before you can...
As with anything learn to walk before you can run. Its better to code some easy strategies that may not be profitable. But I can tell you from personal experience simple strategies can be profitable...
Forum:
Emini and Emicro Index
September 29th, 2014, 10:41 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Why don't you just test the whole year instead of...
Why don't you just test the whole year instead of randomly testing months and "looking for correlation" . I emphasis that because you are putting implicit bias in to your testing and research. Yes it...
Forum:
Emini and Emicro Index
September 29th, 2014, 09:30 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Honestly I don't think putting things on the...
Honestly I don't think putting things on the shelf due to difficulty testing is the way to go. I know its harsh but what your doing is just delaying the inevitable, learning to code in order to test...
Forum:
Emini and Emicro Index
September 16th, 2014, 10:46 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Just like any craftsmen, you have to learn and...
Just like any craftsmen, you have to learn and develop your skills. So yes, you will not be able to make extremely complex programs at the start. But as you learn and grow more advanced things will...
Forum:
Emini and Emicro Index
September 16th, 2014, 03:32 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
No, if you are using a low level language. But if...
No, if you are using a low level language. But if you are using something like ninjascript or easylanguage there are going to be limitations due to functions that are lacking or made for ease of use....
Forum:
Emini and Emicro Index
September 15th, 2014, 05:46 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Mathematically win rate does not matter, only...
Mathematically win rate does not matter, only expectancy (average trade value). Psychologically win rate does matter, especially if you are trading only 1 or 2 systems. This is because trading...
Forum:
Emini and Emicro Index
September 14th, 2014, 10:21 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Personally anything that requires trading real...
Personally anything that requires trading real money and "winging it" is usually not a good idea. So I would go with 2.
Forum:
Emini and Emicro Index
September 9th, 2014, 12:22 AM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Yes, C# is a great language and is very...
Yes, C# is a great language and is very versatile. Honestly as someone who knows C++ ,the C family its really very common and powerful.
I like that question, although I want to put another spin...
Forum:
Emini and Emicro Index
September 7th, 2014, 05:18 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
easylanguage is the "easiest" although very...
easylanguage is the "easiest" although very specific to the tradestation or multicharts platform. Learning a more "legitimate" programming language Java, Python, R, or anything in the C family will...
Forum:
Emini and Emicro Index
September 6th, 2014, 06:21 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
If your going to be serious about backtesting...
If your going to be serious about backtesting strategies, your going to have to learn to code. Its part and parcel of the whole backtesting strategy development method. With out it your just going to...
Forum:
Emini and Emicro Index
September 5th, 2014, 01:14 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
I have CQG and DTN iq feed. You can search their...
I have CQG and DTN iq feed. You can search their websites to see which service fits your needs. i would say DTN is best bang for the buck. However the best free resource is quandl, you can download a...
Forum:
Emini and Emicro Index
September 4th, 2014, 03:50 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Hope that cleared some stuff up.
Hope that cleared some stuff up.
Forum:
Emini and Emicro Index
September 3rd, 2014, 10:33 PM
Replies:
76
What should be the next step in my backtesting??
Views:
16,571
Posted By
treydog999
Here is just a quick rundown of what I saw and...
Here is just a quick rundown of what I saw and how I interpret my own backtests. so take this with a grain of salt. I am not judging manual vs automated testing or any of that at all, just purely at...
Showing results 1 to 21 of 21
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