sheepsucker
Registered: Jun 2009
Posts: 213 |
08-02-11 10:02 AM
Quote from Joman:
You should be able to compare your entry and exit points between IB and Kinetick for the last year.
I guess you have taken into account commissions and slippage, so:
- are the trades really different ?
- do you backtest renko bars, 3 line break and so on ? very difficult to backtest.
- do you use future information in your backtest that wouldn't be available in real time (data-snooping bias) ? Be careful with indicators like zig-zag.
- do you use very tight stops and targets so that they all happen within the same bar ?
Thanks for your answer.
- are the trades really different ?
-Yes
- do you backtest renko bars, 3 line break and so on ? very difficult to backtest.
-No but comparing ranges and open and close on bars on pairs like EURSEK.
- do you use future information in your backtest that wouldn't be available in real time (data-snooping bias) ? Be careful with indicators like zig-zag.
-not using indicators
- do you use very tight stops and targets so that they all happen within the same bar ?
-For this I paid my dues earlier
It seems the data and consecutively backtesting results are possibly more similar on more common pairs though.
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