Recent Content by TAM

  1. How reliable is the backtesting result?

    The slippage I mentioned was not assumed, it was observed by comparing actually trades with back tested trades during the same period. It should...
    Post by: TAM, Apr 30, 2011 in forum: Automated Trading

  2. How reliable is the backtesting result?

    This is monthly return chart
    Post by: TAM, Apr 23, 2011 in forum: Automated Trading

  3. How reliable is the backtesting result?

    To give more color about the result I would like to post the related return curve and chart. Thanks for any further advice.
    Post by: TAM, Apr 23, 2011 in forum: Automated Trading

  4. How reliable is the backtesting result?

    If you read my previous post carefully, you should notice I also have real-time trading results. The problem is that my real time result has only...
    Post by: TAM, Apr 23, 2011 in forum: Automated Trading

  5. How reliable is the backtesting result?

    I posted the real life return in previous post already. Want to post again here. Win ratio is one aspect, don't you think average winning...
    Post by: TAM, Apr 23, 2011 in forum: Automated Trading

  6. How reliable is the backtesting result?

    To Murray: That should be a good way to test. I haven't tried that. To my limited knowledge, Ninja platform allows me to test on a group of...
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  7. How reliable is the backtesting result?

    To intradaybill: Good point too. Holding positions for 3 days is not my intention, it is just the optimized result for AUDJPY. If you check the...
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  8. How reliable is the backtesting result?

    To Big D: Thanks for the advice. Good point. Although there could be possibility of over-optimization, I remember for most optimization runs the...
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  9. How reliable is the backtesting result?

    Based on my study, different pairs show different patterns / cycles, mine is a simple strategy that only use a few parameter to determine trades....
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  10. How reliable is the backtesting result?

    This is real time trading result for two months including March. The system actually performs better in real time than back testing during...
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  11. How reliable is the backtesting result?

    Thanks for the comment. The same strategy performs similarly on other JPY pairs such as GBPJPY, EURJPY, and USDJPY. But for different pairs the...
    Post by: TAM, Apr 22, 2011 in forum: Automated Trading

  12. How reliable is the backtesting result?

    This test is on 15min AUDJPY using NinjaTrader with Gain data. Any comments on the result? Thanks
    Thread by: TAM, Apr 21, 2011, 26 replies, in forum: Automated Trading