if you wont post code we dont care why should we :-/ ps i wish baron would ban all annoying lame animated gif's
You have found the Holy of Holy Grails. Congrats. Make sure to tithe 10% of the millions to some needs charity. Maybe some of the Prop shops that are folding could use a hand.
Funky, mind if I make a guess at the system? Are you using a longer term version of your indicator to find the trend and a shorter term version (when it turns up/crosses/whatever) for the entries in the direction of a longer term?
Backtest it though 5 years, or 5000 trades, then eliminate years or trades that are outliers, and see what you have left. Regards Oddi
thanks oddi...i am currently setting up TS for just that. i went through manually on a smaller timeframe today for entries/exits and did much better than my results. i am going to go through the markets that this fell apart on, and do the same thing -- possibly will tell me what things need to be looked at. it might just be the parameters. i definitely agree that 6 months is just not enough to feel comfortable with.
well thanks for the humor, but i think i have alot of work ahead of me this doesn't work for all markets (i haven't found out why yet -- need alot more research), and the majority of markets don't have these great of equity curves -- i have just posted the best i have found so far.
true, but i like to backtest everything conservatively...and this system only trades 150-200 times a year. commissions won't be that big of an issue.
I am a graduate student in financial engineering so I have some experience researching and testing financially motivated theories, but I am a *real newbie* when it comes to the trading world. I am curious about platforms allowing for backtesting over long series of historical data. TradeStation was mentioned in this thread as an option for this... are there others or is this the best? I guess if I plan to actually trade on my research I need to stop relying on academic data sources and purchase a data feed + history. Any help would be greatly appreciated.