I did backtest my formula

Discussion in 'Trading' started by yinyang, Jul 26, 2021.

  1. Q.E.D.

    Q.E.D.

    Even if just illustrating what has not worked, backtesting has meaning. But after hundreds of thousands of tests, and then managing money using various systems, it is possible to profit real time, based on backtesting. You must be aware of many of the quants that have made multi-millions, over many years.
     
    #11     Jul 27, 2021
    fan27 likes this.
  2. Your holding duration?
     
    #12     Jul 27, 2021
  3. Overnight

    Overnight

    Why are you asking me? It's Yinyang's formula. Ask him/her that question.
     
    #13     Jul 27, 2021
  4. quote mistake
     
    #14     Jul 27, 2021
  5. taowave

    taowave

    Are you using optimizable psrameters??? If so,WFA is 9n order..

    If not,shift your parameters and see what the results are vs your initial backtest
     
    #15     Jul 27, 2021
  6. Overnight

    Overnight

    Yer not the only one today. Seems to be a new trend.

    People need to get the heck off their "smartphones" and use PCs instead, heh.
     
    #16     Jul 27, 2021
  7. Cesiuko

    Cesiuko

    I think many will agree with your proposal, because they are used to both.
     
    #17     Jul 28, 2021
  8. yinyang

    yinyang

    my formula has no parameters. Nothing is changeable in the formula. All are fixed
     
    Last edited: Jul 28, 2021
    #18     Jul 28, 2021
    taowave likes this.
  9. yinyang

    yinyang

    half a day to three days
     
    #19     Jul 28, 2021
  10. MarkBrown

    MarkBrown

    what is the profit factor?
     
    #20     Jul 28, 2021