My backtested daily P&L

Discussion in 'Professional Trading' started by BayStCaptial, Feb 2, 2010.

  1. I agree.

    TraderZones. It seems you actually know your stuff. Its a pity most of the your posts are ridiculing people instead of offering meaningful contributions.
     
    #11     Feb 3, 2010
  2. this tends to be more an impression than a reality. Spammers, scammers, self-appointed trading gurus, unsubstantiated garbage offered up as fact, people misleading newbies, people who basically can "sum up all my posts with one statement" when they obviously are giving unresearched opinion, whiners and similar will rarely get kind treatment.

    I get a mild stream of people asking assistance, and who say they appreciate the fact that I do not candy coat things and demand proof for claims, rather than opinions.
     
    #12     Feb 6, 2010
  3. how did you get 7?

    I coped and pasted the returns onto excel.
    according to
    http://www.stanford.edu/~wfsharpe/art/sr/sr.htm
    sharpe = Average return / Sigma return = 0.63
     
    #13     Feb 7, 2010
  4. the biggest problem with backtesting one can never backtest fills, route outs fees, and emotions
     
    #14     Feb 10, 2010