A few newbie questions

Discussion in 'Automated Trading' started by Dobbes, May 24, 2008.

  1. Dobbes


    Hi, I'm a bit new to automated trading. I've been tinkering around and I built this:

    I have a few questions I was hoping some of you more experienced people could help me with:

    1) How do I make sure I'm not just optimizing my strategy to the set of historical data?

    2) How do I start forward testing?

    3) What hardware should I have to run my strategy off of? Just a dedicated computer?

    4) From the performance specs posted, is there something I should focus on besides getting a 45 degree equity curve?

    I'm still tinkering around with the strategy so its not a final draft by any means.
  2. jho


    IMO you need a lot more trades than 60. And test should be done on many different volatility periods. Test this strat on at least a years worth of data. Two years would be a lot better.
  3. Dobbes


    Ok. How do I go about getting more data? The datafeed from my broker only does 3 months.
  4. jho


    Since you're using NT, you can sign up at opentick.com and receive free data. Just remember since you're downloading futures contracts you have to download each one separately (eg. ESDec07, ESMarch08, ESJune08) then merge them all into the current contract month. Look into the NT help file for the instructions.