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Hi, i have just created this strategy: prntscr. com/ fwrylh Crude with 150 tick backted from 2017/1/1 till today
do you think could be used in real-trading?
becouse i know that in real there is a slippage of 1-2 tick, which would be a problem with 2400 trade and avarage trade of 10$
what do you think?
Can you help answer these questions from other members on NexusFi?
cant include it in the backtest; in replay 10 days with a very similar strategy give about 1/3 less then in backtest.
I think real should be like 7000-9000$, max lose about 800$
Hello, in my experience a backtester should be aware of curve fitting. I can create a 90% winning strategy with thousands of trades and huge win per trade, but it will only work in certain time period.
When I create and optimalise strategy on one instrument, I try to use it on another, similar instrument, or extend the time period and exclude time period I was optimalising on. If strategy is still profitable, then it might be usable.
Do you need a mediocre (impotent) future not loosing strategy
or do you need a powerful strategy that works tomorrow
Market and market states are evolving
a long term, always 'on' strategy is a fantasy
You should be laser beam focused on tomorrow
as that is the only thing that counts
the money we lost/won yesterday is history
what counts is the potential of tomorrow...
In other words, you can back-test until the cows come home..
The strategy should be:
avoid curve fitting
work in a generic way in the current market
be simple to understand and understand when the edge has evaporated
