Forum: NinjaTrader
July 7th, 2010, 07:14 PM
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Replies: 13
Views: 4,476
Did you try to backtest it with more data ? ...
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...
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Forum: NinjaTrader
July 4th, 2010, 06:44 PM
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Replies: 13
Views: 4,476
You should really add the commision in your...
You should really add the commision in your backtest.
In the real life, their is commisions, and slippage ;).
The Sharpe ratio looks a bit low to me, not bad, but a bit low.
The idea is to run...
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