In/out of sample testing in NT8 - NinjaTrader | futures io social day trading
futures io futures trading


In/out of sample testing in NT8
Updated: Views / Replies:47 / 0
Created: by micasa001 Attachments:0

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 100,000 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 – 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 don’t 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
 
Thread Tools Search this Thread
 

In/out of sample testing in NT8

  #1 (permalink)
Amsterdam
 
Trading Experience: Master
Platform: Own
Favorite Futures: Currency
 
Posts: 3 since Jul 2017
Thanks: 2 given, 0 received

In/out of sample testing in NT8

Hi all,

We are working on an automated trading system and now have to integrate the strategy testing and validation part. For this we have the idea to:

1. Select the strategies we have
2. Automate the backtests on different timeframes, pairs, with controle on market types
3. When our required settings are met like min profit factor, max hold time, .. we separate this strategy

We now move to the validation part where we like test the strategy with;

a: monte carlo
b: forward testing

My question now is the we want to prevent overfitting of the results. So:

- How is it possible to do in/out of sample tests in the monte carlo simulations? I dont see much properties in the UI to create randomness in the dataset. How is this possible and how to prevent the overfit?

- Bonus question : you have some suggestions that must need to integrated in the model to validate good probability strategies? (was thinking on robustness testing for introduce testing with delayed entries, exits, different candle lengths etc. But don't know if something like this is in NT8 already - or that plugins are available for this (free/commercial don't mather).

Thx for all your replies and help.

Best regards

Reply With Quote

Reply



futures io > > > > In/out of sample testing in NT8

Thread Tools Search this Thread
Search this Thread:

Advanced Search



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

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now
 

$1,000 in Amazon Gift Cards being given away right now from GFF Brokers

Right now
 

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now
 

Show us your trading desks and win over $5,000 in prizes w/Jigsaw Trading

August
 

Webinar: Suri Duddella (TBA)

Elite only
 

Webinar: Richard Bailey (TBA)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
NT8 - Automated unit testing shansen NinjaTrader Programming 1 October 30th, 2017 01:46 AM
NT8 RAM Memory Bloat Testing new indicators before use jmont1 NinjaTrader Programming 2 March 29th, 2017 11:49 AM
Testing of daily bars - In and out on same day. NW27 NinjaTrader Programming 5 September 25th, 2012 09:05 AM
Interlaced Out of sample testing karimatka NinjaTrader 8 September 13th, 2012 09:03 AM
American Kids: Out of School, Out of Work—and Out of Luck Quick Summary News and Current Events 0 June 6th, 2012 12:20 PM


All times are GMT -4. The time now is 07:31 PM. (this page content is cached, log in for real-time version)

Copyright © 2019 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