=EC2= (由 Prasono)
| 收益: | +98.3M% |
| 縮減 | 0.00% |
| 點: | 5152.8 |
| 交易 | 3559 |
| 贏得: |
|
| 損失:。 |
|
| 模型品質: | 90.0% |
| 測試中的條數。 | 109790 |
| 模擬的點數: | 21603117 |
遠期測試不可用
=EC2=討論
Jun 13, 2010 at 11:52
2,011流覽
8 Replies
會員從Oct 28, 2009開始
1430帖子
Jun 13, 2010 at 16:58
Nice backtest, what are you risking per trade there?
Looks like about 15% on each trade. Is that right?
Looks like about 15% on each trade. Is that right?
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Jun 16, 2010 at 07:00
You will never get the same results live, this back test strategy section should be scrapped as I know for a fact when back testing with Alpari you are getting the spread of a Pro Account for running tests, can't open low deposits accounts on a Pro Account!😲
Suspect all brokers provide better data to use for back tests lulling us in to false sense of security without us knowing what settings are used for the back test
Suspect all brokers provide better data to use for back tests lulling us in to false sense of security without us knowing what settings are used for the back test
會員從Oct 28, 2009開始
1430帖子
Jun 16, 2010 at 07:22
I think most people are aware that backtesting is flawed. There are certain things people can do to get around this. One of which is to obtain better tick data.
I think backtesting is a valid exercise and I have one rule. If it blows up in backtesting it's in the bin. If it passes backtesting then there is half a chance it might work live.
Also the smaller the pip values your EA is dealing with and the shorter the timeframe the higher the discrepancy between the backtest and live trading is likely to be.
I think backtesting is a valid exercise and I have one rule. If it blows up in backtesting it's in the bin. If it passes backtesting then there is half a chance it might work live.
Also the smaller the pip values your EA is dealing with and the shorter the timeframe the higher the discrepancy between the backtest and live trading is likely to be.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
會員從Aug 20, 2009開始
216帖子
Jun 21, 2010 at 18:00
Problem with backtesting is that you had historical events taking place, like Hungary, German short suspension etc. History never ever repeats itself, but there is repeating patterns. A trader takes historical events into consideration as he trades. My best trading is done when there is no news, no downgrades , no surprises, just the normal ebb and flow of the market.
*商業用途和垃圾郵件將不被容忍，並可能導致帳戶終止。
提示：發佈圖片/YouTube網址會自動嵌入到您的帖子中！
提示：鍵入@符號，自動完成參與此討論的用戶名。
