Is backtesting simply simulated trades on historic data?

Discussion in 'Automated Trading' started by entrade, Jul 7, 2018.

  1. treeman

    treeman

    Yeah, I wrote user generated tables, but I reality, there are an infinite number of solutions to this that are lighter than creating a new table and a table join. That was more conceptual. You mentioned one.. and things like moving averages are trivial computationally. But if you want all the crazy popular indicators, how tough is it to do a) in-line, or b) if it’s used all the time, as a column of a table?? Of course you charge access to that table, but Monetization of such a system should be pretty easy. I’d charge by computational cycles. Really wished I owned the copyright to such data.

    As for user defined computations, how hard are they to do in-line? For sure, initially you can play with it.. but this is what hive was created for. No one is expecting a 30 second job completion.
     
    Last edited: Jul 20, 2018
    #11     Jul 20, 2018
  2. treeman

    treeman

    Btw, pm me if you have a serious interest in this. I might decide to roll up my sleeves with you. It’s a need. And baffling why it doesn’t exist. I have a decent idea on how to architect it. Admittedly, I glossed over a lot, but you get the idea. If not, I might get to it one day. I might not. there are plenty of rocks to climb.
     
    Last edited: Jul 20, 2018
    #12     Jul 20, 2018
  3. Thank you, but sitting on 2 chairs at once didn't work for me in the past :)

    I feel that I must focus on one thing at the moment. It's a great idea, I'm sure that you can make something good out of it. I just feel that 2 projects at a time is more than I can actually handle, especially in terms of market research, marketing and sales.
     
    #13     Jul 20, 2018
  4. treeman

    treeman

    I have a feeling I’ll be bouldering instead then. All the best :)
     
    #14     Jul 20, 2018
    MaxPastukhov likes this.
  5. PS: I feel that you will soon get a "Hello my friend" from some Indian guy who will do it for free, just be patient :)
    You can't imagine how often I get such requests.
     
    #15     Jul 20, 2018
  6. ehsmama

    ehsmama

    Max,
    You might be a Programmer, but you certainly are no trader. I would bet my life on this Business.
     
    #16     Jul 26, 2018
    MaxPastukhov likes this.
  7. Yes, I came to the same conclusion :)
    Every person should be in its place.

    I'm happy for you that you decided to make this bet.
    Can you please tell me if you are successful and for how long so far?
    Do you make a living out of it?
     
    Last edited: Jul 26, 2018
    #17     Jul 26, 2018
  8. ehsmama

    ehsmama

    yes I am a full time Trader. And also a systems based one. More than a decade now.
     
    #18     Jul 26, 2018
    MaxPastukhov likes this.
  9. tomorton

    tomorton


    I don't have any hard data on the duration of trends but its very much my concern as I only run trend-following trades. Do you have anything you want to share on your observations of trends?
     
    #19     Jul 26, 2018
  10. Out of curiosity.Did you incorporate time based stops into those methods you tested?
     
    #20     Jul 26, 2018