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?

  #19 (permalink)

Sliema+Sliema/Malta
 
Trading Experience: None
Platform: Multicharts, Proprietary
Broker/Data: IB,IQFeed,Barcharts.com
Favorite Futures: Stocks,Futures
 
Posts: 40 since Mar 2014
Thanks: 87 given, 20 received

Hi Dvdkite,

I would highly recommend that you do use the IB paper trader if you can. For example, I have to run my strategy at second intervals for the Multicharts back tester to resemble anything close to what I get at IB. It is a second opinion in a way to make sure that your fills are not overly optimistic. If your broker fills match what you see in back testing then that is one less thing to worry about. The next step is to see how sensitive your strategy is to the feed itself. You may have trades that execute or not execute in real time that never show up when you reload your historical data. You need to track how often that happens. If it happens a lot then you can't trust your back test. Think about your latency. You may want to have a data feed that keeps everything in Europe if you are in Italy and trading the Dax.

Allow several months of forward testing. The middle of summer is not an ideal time to start collecting data. Your important months will be September to January.

Best of luck,

Alex

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