MCFX-Testbench (에 의해 gatornuke)

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MCFX-Testbench 토론

Nov 20, 2011 at 21:59
670 개의 뷰
2 Replies
Jul 20, 2011 부터 멤버   게시물32
Dec 08, 2011 at 03:39
How long do most people test a system before they consider it stable and predictable enough to trade in a real account?
May 14, 2011 부터 멤버   게시물2
Dec 08, 2011 at 11:58
Well you have to at last prove, that system is profitable in live account so people can see, that you trust your system and dont afraid of trade with your own money. There is plenty of systems on myfxbook, which are profitable on demo, but in real forward test they are losers including high frequency scalpers, martingale strategies, statistical arbitrages, signal providers.

Ususally i test system for at last month to tell, if i like the way it trades. But before i decide mainly by 10 year backtests to analyze risk exposure and drawdown periods. Which is impossible to do with your system. So you need to start with funding your live account and have a month of trading history. Investor access would definitely help.

But i am way more careful than most of myfxbook users here. So maybe you get a lot of newbies excited by demo results. :)

I wish you success and i will closely watch progress of your systems.

Best regards
Jul 20, 2011 부터 멤버   게시물32
Dec 08, 2011 at 15:20 (편집됨 Dec 08, 2011 at 15:32)
I see what you're saying. One of the limitations of this system is that because it is so resource-hungry, it's impractical to do a 10-year backtest on all likely pair candidates, at least not until I build a supercomputing center someday :)

As for funding it with a live account, the nature of this system also requires a rather large account for adequate risk management. I wish I had a few million dollars laying around, but that's unfortunately not the case. I could fund it with a smaller account, but I think I'll need at least 100k minimum. I might be able to make it work with even smaller accounts, but the system won't be deployed as intended, the risks might be higher, and risks would not be spread across as many instruments as I'd like.

I suppose I'll just keep forward testing for a few months, and if the results continue to be encouraging, I'll attempt to raise enough money to trade this in a managed account..

By the way, i'm currently broadcasting live video of this system at work:
https://www.livestream.com/gatornuke

You might want to mute your computer through the 15 second commercial, and then give it a minute or so for the feed to appear. They say a picture is worth a thousand words, and one look at this will show you what it's all about.
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