slippage depends on the financial instrument and the strategy, ES has enough liquidity and for this strategy, slippage is considered as 0, which is almost the same as real time trading
Automated Trading = Recurring Passive Income?
- Thread starter AlgTrd2018
- Start date
Thank you very much for the hint, I will add this later...
Have you tested going back at least 10 years.
Lets say start of 2008.
How did the system do in every year since.
You should know how the system did in the past for every year of reliable back data you can get your hands on. For ES this is probably going back all the way to year 2000. Otherwise you are just burying your head in the sand.
Lets say start of 2008.
How did the system do in every year since.
You should know how the system did in the past for every year of reliable back data you can get your hands on. For ES this is probably going back all the way to year 2000. Otherwise you are just burying your head in the sand.
Good question! Actually 1.5 year is already too long, history was only history, the most important thing is to make profit at present. The market style changes from time to time, some history is meaningless, most of old strategies will be dying, now or sometime in the future......
Thank you for your watch
So i take it you have tested more data from the past as well. It doesn't take any extra effort, the computer is doing the work and ES back data going back 2 decades is cheap enough to obtain. You just dont want to show those results.
Anyone seriously thinking about taking the time to 'cooperate' with you will want to see how the system behaved in the different market conditions that existed in the past.
The market style changes from time to time, some history is meaningless, most of old strategies will be dying, now or sometime in the future......
For real time trading performance of your strategies has to be watched closely, if beyond expectation, maybe this strategy is becoming invalid......
I don't believe there is a single strategy that can cover all the time and all the instruments.
The market style changes from time to time, some history is meaningless, most of old strategies will be dying, now or sometime in the future......
For real time trading performance of your strategies has to be watched closely, if beyond expectation, maybe this strategy is becoming invalid......
What you say might be 100% correct and we understand that. But why not show those results so potential co operators can get an idea of how the system behaved when markets were completely different to those in the past year. No one is expecting the system was as good in the past as it was in the last year.
