Search results

I know this sounds wrong and probably not achievable but I have used the same parameters for the entire 3 years of data and I hope these same parameters can continue to work going forward. I have considerable doubt in this hence my question in my original post is how often should one...

I spent almost 2 years in finding and developing a viable trading strategy. And you're right, once I started putting real money it is a whole different story. It has been heck of a learning process for me in the past year.

Awesome! what programming language does NinjaTrader use? do you get the data series from your broker which connects to NinjaTrader?

Tks for the pointers. i kinda skimmed through the entire video - a bit too advanced for me from a general economics&finance background.

Yes and no. The equity curve graph shown is all from backtest. I started paper trading and real money trading for about a year, I get a ~95% match of real trades vs simulated trades but my strategy was not able to tackle some months in the past year (while the other months had good performance...

I am not using tick data as I don't need to trade intrabar. All my trading considerations were based on the close of a candle.

For some reason my setup (Multicharts open API to Interactivebroker) can only get meaningful data back to July 2021. Those before July 2021 were choppy and without much trading volume.

I was able to have a >95% match of real world results and simulated results (by that I mean the actual entries and exits have more than 95% exact match with if running the same data in backtest simulation) and factoring in slippage (around 2 ticks on average with max circa 10 ticks) I was able...

Thanks. Are you referring to Monte Carlo?

I was able to have a >95% match of real world results and simulated results (by that I mean the actual entries and exits have more than 95% exact match with if running the same data in backtest simulation) and factoring in slippage (around 2 ticks on average with max circa 10 ticks) I was able...

Hi folks, I started building my algo trading strategy 3 years ago trading the HSI futures and have started paper-trading about a year ago and a while after that with real money. My strategy generates around 10 trades a week (around 30-40 trades a month). I have almost 3 years of data (around...

Avg. bars in trade is 0 which means it opens and closes a trade within a minute. i doubt the backtesting result is anywhere close to accurate and reflective of real world result unless you have super granular data down to tick level (which gives you a true historical view of how the price moves...