NexusFi: Find Your Edge


Home Menu

 





Backtesting Report


Discussion in Commodities

Updated
      Top Posters
    1. looks_one tradingest with 14 posts (0 thanks)
    2. looks_two kevinkdog with 7 posts (0 thanks)
    3. looks_3 rleplae with 4 posts (1 thanks)
    4. looks_4 justrandom with 2 posts (0 thanks)
    1. trending_up 7,736 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 27 posts
    2. attach_file 1 attachments




 
Search this Thread

Backtesting Report

  #21 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


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

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Cheap historycal L1 data for stocks
Stocks and ETFs
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
About a successful futures trader who didn´t know anyth …
Psychology and Money Management
REcommedations for programming help
Sierra Chart
Trade idea based off three indicators.
Traders Hideout
 
  #22 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,666 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,360


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.

Follow me on Twitter Reply With Quote
  #23 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11



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

Started this thread Reply With Quote
  #24 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,666 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,360


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."

Follow me on Twitter Reply With Quote
  #25 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


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

Started this thread Reply With Quote
  #26 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,666 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,360


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.

Follow me on Twitter Reply With Quote
  #27 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


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

Started this thread Reply With Quote
  #28 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,666 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,360


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.

Follow me on Twitter Reply With Quote




Last Updated on November 15, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts