when enough is enough?

Discussion in 'Automated Trading' started by gnom, Jun 2, 2010.

  1. gnom


    I seem to have a problem with constant backtesting and improving my results. It never ends as there are 1000s of ways to adjust buying and seling critirea. When do you guys stop testing and start trading system in real time?

  2. Are you really improving your results or just curve fitting them?

    When your system is robust and profitable you trade it with 1 contract (or 100 shares) and see what it does with real money trading.
  3. gnom


    there is a fine line between improving results and curve fitting them imo. How do I know if I'm curve fitting?
  4. Retief


    You forward test the system in real time under actual trading conditions. If it performs in accordance with the back testing, you were improving results. If it loses money, you were curve fitting.
  5. Testing systems manually nowadays is like trying to build your own car instead of buying one from the dealer. Too much to do and little time to do it. Get one of those programs that you set your R:R and other criteria and they find systems for you. One such program is discussed is the thread below and you will also read my opinion on forward testing systems


    After I got that program my life changed. I was spending all of my time testing with no end in sight. I let the program run 24/7 on various markets with my own criteria and if it gets something I like I spend a few hours to investigate it further.
  6. siki13


    Yep, you gotta love this trading systems
    I just bought myself a brand new one , but i crank it up a notch to achieve 1-5 risk reward because i love making money more than other people.
  7. Retief


    How much does the APS system cost? Are you last two posters affiliated with APS in any way? You both smell like spam.
  8. siki13


    5000$ but i`m willing to part with it for 9.99$
    You just plug it in and go play golf.
  9. januson


    Which indicators are you backtesting?
  10. siki13 is joking, he no spammer. Jimbo I know form another forum when he tried to convince me to exchange a copy of APS with some other programs. Then he claimed to have purchased a license.
    #10     Jun 3, 2010