Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Results of Backtesting>> Profitable system!! What other tests should I perform?
I reckon manual back tests are great to see if a premise has merit. After that the only true way to know is to get it coded and then start a proper testing regime.
Can you help answer these questions from other members on NexusFi?
Sorry I made a mistake, the period tested was actually Nov 5 2013 - Feb 3 2016, not Nov 5 2015. So just over two years, would this make any difference in your opinion?
2+ years is a lot better, but personally I would not trust less than 5 years. You want to see how it performs in as many markets conditions as possible.
The discouraging news might be the profit of $1000 after 2 years.
Did you ever go back and add in slippage? That will knock that profit down even more...
But all things considered, this might be a way to trade live fairly cheaply, and test out some of your assumptions about slippage, see if you can trade the strategy live in real time, etc. That might make it worth while.
No I never added in slippage...I should deduct two ticks for every trade?
But know that I used the 6E contract, but recorded profits/losses as if it was a M6E contract, so therefore after two years my net profit would be $1600 x 10 = 16000.