Strategy Questions

July 5th, 2010, 07:30 PM

Market Orders.

July 7th, 2010, 07:14 PM

Did you try to backtest it with more data ?
One month is not enough (9 to 12 months minimum, and the more data you have, the better).
I don't want to be too pessimistic, but the avg win/loss ratio is not so great.
It's safer to have a small win/loss %, and a much bigger avg win/loss ratio.

Anyway, the backtests are just backtests, you'll have a better idea of how the system will works in let it trading live (on a simulation account).

July 7th, 2010, 07:47 PM

doseone

Market Orders.

Good. That will increase the realism factor.

I'm interested in learning more about this.

July 7th, 2010, 10:50 PM

sam028

Did you try to backtest it with more data ?
One month is not enough (9 to 12 months minimum, and the more data you have, the better).
I don't want to be too pessimistic, but the avg win/loss ratio is not so great.
It's safer to have a small win/loss %, and a much bigger avg win/loss ratio.

Anyway, the backtests are just backtests, you'll have a better idea of how the system will works in let it trading live (on a simulation account).

Sam,

Here are the results for 1 year back that's the best I can do and for fun I included the percent gain graph, it appears to have adjusted to the increased volatility quite well.

Like you said "backtests are just backtests" I will see if I can get some results on a simulation account.

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