Backtesting Report - Commodities Futures Trading | futures io social day trading
futures io futures trading


Backtesting Report
Updated: Views / Replies:1,909 / 27
Created: by tradingest Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 1  
 
Thread Tools Search this Thread
 

Backtesting Report

  #21 (permalink)
Elite Member
Milan (Italy)
 
Futures Experience: Advanced
Platform: TradeStation, MC, TWS
Broker/Data: TradeStation, IB
Favorite Futures: Futures, Forex
 
tradingest's Avatar
 
Posts: 96 since Dec 2014
Thanks: 5 given, 9 received


kevinkdog View Post
That is indeed a good number, but it does NOT mean it is a good strategy. For example, you have 82 trades. How many rules and variables are in your strategy, and how much optimizing did you do? If you used 1 optimized variable to get that, I'd conclude one thing, but if you have 5-10 optimized variables my conclusion would be different.

Also, is this an in-sample report, or an out of sample (or walkforward) report? Again, how that report was created becomes VERY important...

No optimisation, the rules are based on price plus one filter. For you it's good also whether the trade aren't much more

Inviato dal mio SM-G900F utilizzando Tapatalk

Reply With Quote
 
  #22 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,388 since Jul 2012
Thanks: 1,139 given, 4,387 received
Forum Reputation: Legendary


tradingest View Post
No optimisation, the rules are based on price plus one filter. For you it's good also whether the trade aren't much more

Inviato dal mio SM-G900F utilizzando Tapatalk

That's good, I'd watch what it did in real time for a while. Not sure what your statement in bold means.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
 
  #23 (permalink)
Elite Member
Milan (Italy)
 
Futures Experience: Advanced
Platform: TradeStation, MC, TWS
Broker/Data: TradeStation, IB
Favorite Futures: Futures, Forex
 
tradingest's Avatar
 
Posts: 96 since Dec 2014
Thanks: 5 given, 9 received



kevinkdog View Post
Not sure what your statement in bold means.

What does means? You can explain easly.



Inviato dal mio SM-G900F utilizzando Tapatalk

Reply With Quote
 
  #24 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,388 since Jul 2012
Thanks: 1,139 given, 4,387 received
Forum Reputation: Legendary


tradingest View Post
What does means? You can explain easly.



Inviato dal mio SM-G900F utilizzando Tapatalk


I still don't understand when you say: "For you it's good also whether the trade aren't much more."

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
 
  #25 (permalink)
Elite Member
Milan (Italy)
 
Futures Experience: Advanced
Platform: TradeStation, MC, TWS
Broker/Data: TradeStation, IB
Favorite Futures: Futures, Forex
 
tradingest's Avatar
 
Posts: 96 since Dec 2014
Thanks: 5 given, 9 received


kevinkdog View Post
I still don't understand when you say: "For you it's good also whether the trade aren't much more."

My system have few trades. That means which no good?

Inviato dal mio SM-G900F utilizzando Tapatalk

Reply With Quote
 
  #26 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,388 since Jul 2012
Thanks: 1,139 given, 4,387 received
Forum Reputation: Legendary


tradingest View Post
My system have few trades. That means which no good?

Inviato dal mio SM-G900F utilizzando Tapatalk

It doesn't mean no good, it means that more trades would obviously be better. Hard to make a judgment without seeing out of sample performance.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
 
  #27 (permalink)
Elite Member
Milan (Italy)
 
Futures Experience: Advanced
Platform: TradeStation, MC, TWS
Broker/Data: TradeStation, IB
Favorite Futures: Futures, Forex
 
tradingest's Avatar
 
Posts: 96 since Dec 2014
Thanks: 5 given, 9 received


kevinkdog View Post
It doesn't mean no good, it means that more trades would obviously be better. Hard to make a judgment without seeing out of sample performance.

To see it, I start with real time simulate. How many trade I do?

Inviato dal mio SM-G900F utilizzando Tapatalk

Reply With Quote
 
  #28 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,388 since Jul 2012
Thanks: 1,139 given, 4,387 received
Forum Reputation: Legendary


tradingest View Post
To see it, I start with real time simulate. How many trade I do?

Inviato dal mio SM-G900F utilizzando Tapatalk

I would recommend 6-12 months.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote

Reply



futures io > > > > Backtesting Report

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
why Backtesting stocks difficult vs backtesting Futures emini_Holy_Grail Traders Hideout 8 July 4th, 2015 03:14 PM
BackTesting vs. ForwardTesting jupiejupe Elite Automated NinjaTrader Trading 19 February 6th, 2012 09:02 AM
backtesting for EURUSD shzhning Currency Futures 4 May 17th, 2011 09:03 PM
Backtesting Big Mike Terms (Glossary) 0 June 27th, 2010 06:42 AM
Help with backtesting nqemini Traders Hideout 5 January 16th, 2010 12:00 PM


All times are GMT -4. The time now is 09:16 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.11 seconds with 20 queries on phoenix via your IP 54.83.122.227