Testing ATS

Discussion in 'Automated Trading' started by novais, Oct 17, 2007.

  1. novais

    novais

    Trying to know what should be the approach to test ATS (not back-testing) but forward testing (like paper trading) for index futures on following lines:

    a) How long a strategy should be tested before jumping to improve parameters?

    b) How many consecutive days of losses are alright?

    c) When would you consider discarding the strategy?

    d) Do you think if a strategy works for any specific index future would that work for any index future?

    Please suggest.