Backtesting Question

Discussion in 'Trading' started by Shreddog, Sep 1, 2003.

  1. MaxPi, I've tried tweaking by recent data only and it doesn't seem to work as well. It seems like whatever settings were recently "hot" usually stop being so. I've thought about trying to set up an oscillator for my settings, playing the longer term settings against the short term settings, but that goes against my efforts to keep things simple. Maybe I'll get some time to dig deeper into that some day.

    trend456, thanks for the suggestion.

    Overall, I'm happy with my system. It's a trend following system, so it's no surprise that August was a drawdown. But it was frustrating to watch and has been a good lesson about myself in how I reacted to it. I didn't abandon any trades in frustration, but I did have some long evenings trying to "improve" the system, but nothing panned out.

    Today was quite nice though, and somewhat redeeming. :)

    Shreddog
     
    #11     Sep 2, 2003
  2. Hi,

    Did any of you backtesters keep a full record of the ES and/or NQ datastream as recorded from the TWS-API? I am interested in data for 2003 (near contracts). (No CME tick data, I have those).

    I have complete records for ESTX50 and DAX futures.

    If interested, please PM me.

    Be good,

    nononsense.
     
    #12     Sep 3, 2003