Recent content by bihiselo

Thank you all for your suggestions. I am planning to backtest first on training data (600days), then test data (200days) and then forward test any strategies which survive all that. I think I will give the simulation I suggested a go - as it is quite pessimistic (and I don't have to get any more...

Thank you very much for the reply. Yes, I guess tick-data backtesting is what I would like to do, but I haven't got the infrastructure yet to handle that amount of data yet (db etc.). I am sure I have heard some people say they backtest on one minute bars. The same problem will arise there...

Reading that post back made me realise how garbled it sounds. Simply put, I am trying to work out how my open positions would have been affected during a bar, using only open, high, low and close values. The questions is: in what order should events be evaluated and against which values to best...

Hello guys, I have been reading the board for a couple of years and finally got around to trying to develop something myself. Initially I want to be able to backtest on daily OHLC data and I am writing my own system (the tech is the easy part for me). What I wondered was how you evaluate your...