Simple system performance

Discussion in 'Trading' started by DTB2, Feb 24, 2016.

  1. DTB2

    DTB2

    I have not backtested it from different periods, I do not have the data and as indicated I backtested it manually. A hired backtest would interest me as well, how does one determine if a 3rd party did it correctly though?
    I did live through those periods and was on the wrong side more often than not. So, I decided to go against convention and have the stop bigger than my target and see what happens.

    That's where I am now.

    I also don't think that more hindsight (backtesting) will necessarily increase the likelihood of success going forward but I'm not sure.

    I will increase contract size organically as we go along as it appears to be "The" setup I've been seeking for a long time. One that will consistently make substantial points w/o demoralizing drawdown.

    Thanks for the discourse, I appreciate it very much.
     
    #11     Feb 25, 2016
    Xela likes this.
  2. I hope you are correct and this is a real setup and not a coding/slippeage error - I personally have never found a setup with a 1:2 target/stop that produces above 90% winners, that alone is spectacular.
    Since your stop is very tight I'd do the following
    If your backtest produces similar results over 8-10 years ramp up slowly
    If your backtest produces diff results over 8-10 years ramp up quickly (add capital) and hope it holds - then take your money and run.
     
    #12     Feb 25, 2016
  3. DTB2

    DTB2

    No coding error, don't know how-LOL!

    I observed (osmosis) ES for many hours until it kind of hit me.
     
    #13     Feb 25, 2016
    sysdevel99 likes this.
  4. Good luck !!!!
     
    #14     Feb 25, 2016