=EC2= (Theo Prasono)
| Mức sinh lời : | +98.3M% |
| Mức sụt vốn | 0.00% |
| Pip: | 5152.8 |
| Giao dịch | 3559 |
| Đã thắng: |
|
| Thua: |
|
| Chất lượng mô hình: | 90.0% |
| Thanh trong kiểm định: | 109790 |
| Số tick mô hình hóa: | 21603117 |
Kiểm định tương lai không có sẵn
=EC2=Thảo luận
Jun 13, 2010 at 11:52
2,011Lượt xem
8 Replies
Tham gia từ Sep 09, 2009
71bài viết
Jun 13, 2010 at 13:01
hi,
which EA you using?
which EA you using?
Slow and Steady Wins the Race :)
Tham gia từ Oct 28, 2009
1430bài viết
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.
Tham gia từ Feb 06, 2010
24bài viết
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
Tham gia từ Oct 28, 2009
1430bài viết
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.
Tham gia từ Aug 20, 2009
216bài viết
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.
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