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Edinburgh, Midlothian, Scotland
Posts: 2 since Sep 2018
Thanks Given: 5
Thanks Received: 1
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Hi folks
I am a newbie so apologies in advance and hoping for some education.
I did some backtesting of a mechanical method of intra day trading on the SP500 from Yahoo Finance daily data which seemed to work well, including fees and commission etc. So I wrote a bot in cTrader to do this on Pepperstone. It tanked over most of the whole time period provided (2014) to current. Part of that would be I suppose because I came up with the approach using SP500 data rather than eMini data which I can't seem to find without paying.
But I did see that during certain time spans that the bot worked beautifully, e.g. january 2020 - july 2020 with an aggressive 1684% increase in the demo account, but then it petered off. So a some questions if you have time:
1. Why would an approach work beautifully on SP500 data and not on eMini data?
2. What can I do to make it work on eMini data? Use a scaling factor to account for difference in value?
3. For how long do you backtest an idea to be comfortable testing on a live account?
4. The successful periods seem to be correlated with periods of uncertainty and higher than usual volume, am thinking of using previous day(s) volume to filter out entry day unless someone has a smarter suggestion.
Thanks for reading!
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