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backtesting vs real trades
Started:June 19th, 2015 (08:05 AM) by emini_Holy_Grail Views / Replies:195 / 3
Last Reply:June 19th, 2015 (11:03 AM) Attachments:0

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backtesting vs real trades

Old June 19th, 2015, 08:05 AM   #1 (permalink)
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backtesting vs real trades

I did some backtesting of my strategy of few stocks for 18 months and also tried each 6months. Backtesting was done in Ninja trader and Multicharts at for $1000/ stock trade
my strategy is ATR based strategy. I do use Futures and stocks and added commission into the calculation

1st 6 months $3351
2nd 6 months -$4250
3rd 6months $1452
and I am testing this in sim now and have NO IDEA what would be for the next 6 months. it could be even -PnL

so how do you guys use backtest results? without knowing it can reproduce a +PnL in the future.
I dont expect a exact replica of backtest in real trades, so should be closer?

Last edited by emini_Holy_Grail; June 19th, 2015 at 08:14 AM.
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Old June 19th, 2015, 08:05 AM   #2 (permalink)
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Old June 19th, 2015, 08:25 AM   #3 (permalink)
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