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Depends what you're trading ofcourse. If your system is set up to trade stocks, options or warrents your testing may have introduced survivorship bias through limiting the universe of stocks you trade - for example a margin list or index components.

Depends what the system is trading and how you've tested it. Liquidity and fills are a problem, as is survivorship bias in backtesting. Without more information about your system (ie. what you're trading, time frame and avg win) it's difficult to offer much insight as to the extent to which...

I use amibroker to test systems for trade primarily on the ASX. The idea is you use position score with a random function to randomly decide whether or not you're going to buy the signal. By testing the portfolio many times over the same time period, you'll be testing several different...

You can simulate monte carlo in amibroker using a dummy optimize variable, introducing a random component to the position size and dumping the results in excel for analysis. If you'd like me to help you, get in touch with me via the forum's private messaging. Have you tested your system on...

The discussion of this system is as interesting as the system results. First and foremost, it's important to design trading plans and systems to match your personality and lifestyle. This means matching it to things like your ability to tolerate draw downs, the time you have available to trade...