Backtesting: use to be my own and AmiBroker, but since about a year ago it is RealTest (working name), which my trader friend has developed.
what kind of tests are you using? Just Backtesting? WalkForward?
The following strategies I currently use:
Backtesting with default parameters on a small data set (approx. 2 years) in order to see if the profit is positive
Walk Forward Test in order to check the robustness
Monkey Test in order to beat randomness (replace Entry and/or Exit)
Fixed Exit...
Hello,
currently I am collection all possible strategy test which are currently used. Would be great if you can help me out with your knowledge. There exists a couple of test methods in order to see if a strategy works or not.
Which tests are you using?
Thx
I would like to test strategies I think that is the most important thing. I would like to do entry exit tests, monkey etc. in order to see my if there is an edge or not. In addition the Walk Forward testing would be a major point. All these elements I could not see in QC - it is just another...
Hi,
I would like to write an Algo Trading System which includes the following "requirements":
--> should 100% trade automatically
--> should handle Forex and Crypto
--> will include necessary tests of strategy incl. Walk Forward Testing
Which Programming language would you suggest? I guess...
Hello,
I have problems to read the attached statistics.
For Example Avg. Trade Net Profit - is here $ 84.--
But how can I see here how much has been invested per trade?
What is the base account balance? $3.5K?
What I don't unterstand is that what the base for this calc is...
With how much...