Recent content by Moptop

Wealth lab

My basket of ETFs is very diverse. Basically it is all the big leveraged ETFs. Different countries, sectors, commodities, inverse...

Lets say I have a set basket of 50 ETF's that I like to backtest and trade with. I run a backtest and get good results and decide to trade a strategy, but I notice about 10/50 of the ETF's perform poorly with the chosen parameters. 1. Would it be considered over-fitting to exclude those 10...

There is a %daily change data file for UPRO simulated back to 1986. I downloaded it and tried to convert it to Close data. I just took an arbitrary # (100 I believe) as my starting close value and then applied the daily changes to it to simulate UPRO so that I could upload it into my software...

I would be happy with data going back to the 2000 crash. Is there a reason that I should not want that data? I’m planning more of a buy and hold strategy with some risk controls so i need to see what my potential drawdowns are.

the real data only starts in 2009 so I’m trying to simulate it going farther back.

Ok sorry… any help?

I don’t want completely simulated data I guess. I want to generate historical or pre-inception date data for UPRO using its same index sp500 and applying leverage and expense ratio. I would like to test on UPRO farther back than 2009

This is what I need I think. Would I be able to get open and close data and not just daily change %?

I want to create historical simulated data for a 3xetf, specifically UPRO or SP500. I've made some attempts myself using historical SPY data and multiplying X3 and the daily expense ratio, but I'm not coming close. There is a data set on bogleheads that has the daily %change calculated, but I...

Does anyone have any recommended books or articles to learn more about overfitting and overoptimization? I know what they are, I know I'm not supposed to do it, but...I feel like something with me just isn't clicking. I'm doing less and less optimization, but I feel like there is a fine line...

Can someone tell me the major differences between Realtest and Amibroker. I'm leaning towards one of the two. I don't have any real programming experience other than on TradeNavigator, so I will be starting from scratch. My concern with Realtest is it doesn't have much a following yet so I...