Dallas,TX
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
Posts: 597 since Nov 2009
Thanks Given: 176
Thanks Received: 126
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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?
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