Any good structure for a simple self-made backtesting platform?

This thread is better comedy than "Seinfeld", "Curb your enthusiasm", "Arrested Development", "...", "...", ... combined. Hilarious and don't stop, please!

conan-rofl.gif
 
Quote from NetTecture:

Man, you really ARE crazy? Who said I created a fund? Technically we are not a fund. We are just a sole propietor owned company that among other business activities involves in trading their own reserves. I would not call that a fund. And no - not "winning like few 100% every year". Starting from a small amount is - not something I ever tried.

But seriously, "some 100%" is not that hard - the trick is making that with a serious amount of money. If you would know waht you talk about you would realize that edges have - size limits. A large fund can not trade like a small account. There are traders making way more than 100% a quarter, regularly - just they can not grow. Because if they grow they would not be able to trade like that.

And no, sorry, I only do futures. Do your own homework. You got a lot of advice here that with some more years of reading books you may even understand. Out of here - you are a little way too stupid for me.
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So how smart are you? Do you get PHDs from Havard + Yale + MIT + CIT? :D
 
Quote from NetTecture:

Man, you really ARE crazy? Who said I created a fund? Technically we are not a fund. We are just a sole propietor owned company that among other business activities involves in trading their own reserves. I would not call that a fund. And no - not "winning like few 100% every year". Starting from a small amount is - not something I ever tried.

But seriously, "some 100%" is not that hard - the trick is making that with a serious amount of money. If you would know waht you talk about you would realize that edges have - size limits. A large fund can not trade like a small account. There are traders making way more than 100% a quarter, regularly - just they can not grow. Because if they grow they would not be able to trade like that.

And no, sorry, I only do futures. Do your own homework. You got a lot of advice here that with some more years of reading books you may even understand. Out of here - you are a little way too stupid for me.
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So you used to be a trading system developer for fund/ibank? Was the job very stressful?
 
Hey NetTecture, I guess your IQ may had increased few 100% from 2009 to now, because back in 2009 you were asking which data feed you should use and you even just started to test something stupid like NinjaTrader and thought about would you use it or not.

http://www.elitetrader.com/vb/showthread.php?s=&postid=2341063#post2341063

http://www.elitetrader.com/vb/showthread.php?s=&postid=2363853#post2363853

How do you increase your IQ? Your IQ was like 80 and now you sound like 200, is that because you watched a lot of Marvel?

I am very impressed that you said this:
Have some nice order entry mechanism that I REALLY like...then hit "ENTER" and be done.

wow, you really like to press the "ENTER" key right? You are impressed by NinjaTrader because you can just press enter key and get something done! You are such a programming genius! Your IQ has just increased to 300!

Who is too stupid to who is too obvious. I hope you really enjoy your enter key with NinjaTrader. If you press too hard and break the enter key of your keyboard, remember to buy a mechanical keyboard so you can get better feeling when you press enter key with NinjaTrader to get some amazing things done.

Alright I said these just because you were a jerk. I read your post and sound like you had some alright programming experience with C#, but your own trading experience also started from nothing back in 2009, I don't think you should sound like what you are no matter how good or bad you are doing now. You definitely talked stupid back in 2009 and you are still the same person even you may have improved.
 
Quote from j2ee:

Hey NetTecture, I guess your IQ may had increased few 100% from 2009 to now, because back in 2009 you were asking which data feed you should use and you even just started to test something stupid like NinjaTrader and thought about would you use it or not.

http://www.elitetrader.com/vb/showthread.php?s=&postid=2341063#post2341063

http://www.elitetrader.com/vb/showthread.php?s=&postid=2363853#post2363853

How do you increase your IQ? Your IQ was like 80 and now you sound like 200, is that because you watched a lot of Marvel?

I am very impressed that you said this:
Have some nice order entry mechanism that I REALLY like...then hit "ENTER" and be done.

wow, you really like to press the "ENTER" key right? You are impressed by NinjaTrader because you can just press enter key and get something done! You are such a programming genius! Your IQ has just increased to 300!

Who is too stupid to who is too obvious. I hope you really enjoy your enter key with NinjaTrader. If you press too hard and break the enter key of your keyboard, remember to buy a mechanical keyboard so you can get better feeling when you press enter key with NinjaTrader to get some amazing things done.

Alright I said these just because you were a jerk. I read your post and sound like you had some alright programming experience with C#, but your own trading experience also started from nothing back in 2009, I don't think you should sound like what you are no matter how good or bad you are doing now. You definitely talked stupid back in 2009 and you are still the same person even you may have improved.
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Isn't that what distinguishes the geniuses from the less intelligent? That some actually learn and develop! It doesn't matter if you're a complete novice today if you can be a master tomorrow. I myself didn't know a shit two years ago and now I return 300%+ per year with 10 clients. Unless you have the right attitude about what you are able to accomplish, you'll never succeed with anything. Some lose! They just lose!!!
 
Quote from GeorgeClueney:

This thread is better comedy than "Seinfeld", "Curb your enthusiasm", "Arrested Development", "...", "...", ... combined. Hilarious and don't stop, please!
More...

IMO the real question is: does j2ee pass the Turing test?
 
Quote from Equalizer:

IMO the real question is: does j2ee pass the Turing test?
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The bigger question is who are the ET posters who are self taught and now return 100% on a large account starting from no trading knowledge 3 years ago?

As the saying goes, a rising uptrend masks all stupidity. I'll bet not one of these are around in 5 years. In my experience very few loud mouth braggart types can survive very long in this business. Once the market gets choppy their egos can't take the market whipping.
 
Quote from badvestor:

The bigger question is who are the ET posters who are self taught and now return 100% on a large account starting from no trading knowledge 3 years ago?

As the saying goes, a rising uptrend masks all stupidity. I'll bet not one of these are around in 5 years. In my experience very few loud mouth braggart types can survive very long in this business. Once the market gets choppy their egos can't take the market whipping.
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Not sure whether I fall into this category, but if my back testing is half as good in reality (see 2008-2009 performance attached), and if my system continues equally well as in the past, I'd me more than happy. The only thing I know though, is that I won't fall victim to my own psychology.
 

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Quote from QuantWizard:

Not sure whether I fall into this category, but if my back testing is half as good in reality (see 2008-2009 performance attached), and if my system continues equally well as in the past, I'd me more than happy. The only thing I know though, is that I won't fall victim to my own psychology.
More...

Look like s very curve fitting graph. Anyone can create super profit backtest result with luck or curve fitting. Show us some stats showing your backtest has good chance happen
in real future.
 
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