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?

  #46 (permalink)

Sydney, NSW, Australia
 
Trading Experience: Intermediate
Platform: Sierra Chart, Python, C#
Broker/Data: Interactive Brokers
Favorite Futures: MJNK, ASX, SPI
 
amoeba's Avatar
 
Posts: 168 since Jan 2014
Thanks: 75 given, 205 received


Dvdkite View Post
Hello Again @amoeba,

this morning I was searching the web with your suggestion: kevin Davey and when I've found it's book title Building Winning Algorithmic Trading Systems I just REALIZED that it's one of my first reading about automating strategies! I red it this march... it was really interesting and it gave me almost 90% of the insight about what is a walk forward optimiziations and what OOS data means! It was , along with some other books, a mind opening for me into this word.
Just a curiosity that you mentioned a book that I already found some months ago by random search !

haha, there you go, if you have read Kevin's book you will be on the right path to developing a solid strategy building methodology.

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