Why backtests are useless, EAs are flawed and their parameters are bad [DISCUSS] | Currency Futures


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Why backtests are useless, EAs are flawed and their parameters are bad [DISCUSS]

  #13 (permalink)

Lubbock TX
 
Trading Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Stage 5 Trading
Favorite Futures: CL
 
MWinfrey's Avatar
 
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Darwin View Post
Yes, and also a live test will only give you a very very small view on your strategy as the market conditions faced within, i dont know, a 3 or 6 month live testing window are very limited

But its of course better than overfitted backtests or something alike

But a good walk forward analysis + some months of live testing should be a good compromise.

-Darwin

I'm looking froward to more detail of your walk forward analysis. For all the testing I've done, I have not seen any examples where walk forward was of any benefit. So, as I say I look forward to what you present here. I would truly like to see it work.