Would you run this strategy? 10 year DAX backtest results attached.What do you think? | Traders Hideout

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Would you run this strategy? 10 year DAX backtest results attached.What do you think?

  #9 (permalink)

Kassel / Germany
Trading Experience: None
Platform: MC
Broker/Data: IB
Favorite Futures: CL/NG/ES
PK 1's Avatar
Posts: 72 since Aug 2011
Thanks: 125 given, 56 received

What I always do is thoroughly checking entry and exit-points on the chart on one hand and on the other the expectations from my algo. Developing the system you have to have a good understanding regarding the context a trade is getting triggered. So comparing the expectations compared to the actual entry/exit-points is worth a lot. Regarding some common problems even without knowing your strategy one could see on the chart whether you are trapped into a programming problem which causes the great result. Maybe you could post some screenshots with trades.

As you are using Multicharts it could be easy to check whether the strategy is satisfying in live mode or not. Just run the strategy with your broker-feed after applying the correct configurations. Correct configurations and it's no problem to use the real-account, then the trades will occur in your chart and performance report and no trades are forwarded to the broker. Just configure it first, this way I do it for myself and it's a great way to test it before going live with transmitted orders. At the end of the session I always were evaluating the daily outcome of the strategy and comparing it with backtests made after the session for that day.

This way you can achieve the test with out of sample data, which seems necessary.

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