This is what "forward testing" is for the most part, and hopefully practised by most system develoipers. It's a lot easier/quicker then relying on paper trading to see how the system works on out-of-sample data
Very interesting thread But this Grob dude is full of it started with a scratch month then made 10 % a month ever since ! what you have to read on here! like someone said once here if you were returning that much you would be banging bitches on your yacht instead of rambling on ET.
Hi rtstrading, I just wanted to confirm whether or not you based your forward test on the *ending backward testing $$*, or the intial $15K you started with. I just mention this because I see at the start of the forward testing you retrace over (or at least come very close to) the initial 15K -- which might affect future performance (with only 3-5K in the account it's hard to assume 3 open positions + stop limits in your future forward trade testing). k.
That system was developed last January with data thru 12/31/04 and optimized. It is unchanged since that time. The system works on all four stock index futures and that is the cumulative equity curve for all four indexes. Setup normally only trades 1 contract and 1 position, but there are times that up to 3 positions may be open. Also the flat period during early 2005 was simply a period during which there were no trade setups. RTS