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| What do you think of my backtest ? |
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nicofr0707
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| Post subject: What do you think of my backtest ? |
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Posted: Wed 17 Nov, 2010, 18:19
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User rating: 5
Joined: Fri 02 Sep, 2011, 10:08
Posts: 157
Location: FranceFrance
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Hi
I did my first steps into JForex programming in september, thanks a lot to
all who helped me in some issues, especially our amazing "support man".
It's not to send me flowers that I post my backtest on the forum, but to
show that it is possible to make a strategy successful over time. Here we always
discuss about code, indicators and so on... Some REAL results are welcome to
encourage us being as best as possible and not to see always the short time
of the contest.
So about my strategy backtested over the last year :
- Very conservative !
- Only intraday setups (no over night)
- 4% risk per trade
- Takes only hi probability trades
- Preserves as much as possible the equity
Unfortunately, I can't use this strategy for the contest because it
sometimes takes only 3 trades in a month.
Please share your results to, it could be very interesting !
Best regards.
| Attachments: |
robotEURUSD_nov2009-oct2010 (2).jpg [296.56 KiB]
Downloaded 804 times
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Contest Support
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| Post subject: Re: What do you think of my backtest ? |
Post rating: 0
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Posted: Fri 04 Nov, 2011, 16:23
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User rating: 8
Joined: Wed 21 Apr, 2010, 10:42
Posts: 1167
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Dear sir,
Thanks a lot for the sharing of this backtesting process.
Best regards.
David
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Cesar
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| Post subject: Re: What do you think of my backtest ? |
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Posted: Fri 04 Nov, 2011, 19:55
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User rating: -
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Hi Nico,
I am not guru of forex, and i dont have a profitable method (although i am working hard on finding one), but i know (or at least i used to know) a bit about mathematics and statistics. Dont want to discourage you, but backtesting means very little. Overfitting can be done with any series of numbers. The less the amount of numbers the closer the overfitting. If your strategy opens so few trades per month, it means that you have very few trades per year. Throw a coin 50 times, and the results can be "predicted" with very high accuracy. However whatever method you use, it does not mean that your method can predict the results of throwing coins in the future.
If you have found a profitable method, then that method will be profitable in backtest data, and also in forward data.
If you have found an unprofitable method, it might be profitable in backtest data (you can make it profitable with the right optimization) but it will not be profitable in forward data.
Only way to know is if you forward test it.
Cesar
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pipscity
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| Post subject: Re: What do you think of my backtest ? |
Post rating: 0
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Posted: Fri 04 Nov, 2011, 22:57
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User rating: 4
Joined: Wed 22 Jun, 2011, 00:10
Posts: 67
Location: United KingdomUnited Kingdom
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I agree with Cesar, 100 trades is not enough of a population to determine if a strategy is going to be profitable in the future, your strategy is doing pretty well tho. that's all the difficulty of building strategies, same when you are looking for high profitable pattern, there are often not enough of them to really know if they are truely highly profitable in the forex market 
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Guest
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| Post subject: Re: What do you think of my backtest ? |
Post rating: 0
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Posted: Wed 16 Nov, 2011, 23:24
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User rating: -
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Hello,
How can I get a graphic from my backtest like the one attached in the first post? So far i can only see the html report which is only text, but not a graphic of how the strategy did.
Thanks!
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igazsagoszto
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| Post subject: Re: What do you think of my backtest ? |
Post rating: 0
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Posted: Thu 17 Nov, 2011, 14:10
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User rating: 0
Joined: Thu 17 Nov, 2011, 11:48
Posts: 19
Location: Hungary, kőröshegy
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Hi, the important things you should not forget: The backtest "platform" have a very different API version....  Bye
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egidijus
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| Post subject: Re: What do you think of my backtest ? |
Post rating: 0
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Posted: Thu 17 Nov, 2011, 15:58
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User rating: 1
Joined: Tue 14 Jun, 2011, 11:41
Posts: 26
Location: Lithuania, Vilnius
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Hi Nico,
I think that your strategy is good, if a strategy is not optimized for the given period.
Egidijus
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