backtesting and need help

[Rationalize]

Quote from ElectricSavant:

Your honor...He shot a gun before.....

To rule out.. on "hypothetical repeats of history" just does not do it for me...Heck...just make a chart up with movement...it would be the same thing... the "historical" or "not historical" part would have nothing to do with a logic based solution.

Movement, Trend and Divergence is random but they exist. For example: In Forex it is very common for a Bank to put on a position in stages...they start the cascade and get help from all of the other trend followers along the way. It is designed...Many backtesters mistake this for a historical record of movement when it is by design. Also in Futures many programs will kick in trades at certain levels...these levels are dynamic and not really based on history...they are not always support and resistence...There are many other examples of why the design of price movement has nothing to do with history.

To master the "quantitative" without the "backtesting" is really a feat in itself. I believe a trader is needed to complete any equation...not backtesting.

ES

It's about objectively and efficiently ruling out unprofitable ideas in a rational, evidence based way.

No need to over complicate things

It could be as easy as plotting out suggested entries and exits from a simple moving average, then adding up the score.

Some things are easy to rule out as useless.

 

[jv2]

Quote from Rationalize:

No need to over complicate things

It could be as easy as plotting out suggested entries and exits from a simple moving average, then adding up the score.

Some things are easy to rule out as useless.

ah, moving average.
thank you, yes that's what i needed! now we're in business. (i slap myself on the side of the head.)

i feel like a dummy, dont know how i overlooked that.

thanks!

 

[Rationalize]

Quote from jv2:

ah, moving average.
thank you, yes that's what i needed! now we're in business. (i slap myself on the side of the head.)

i feel like a dummy, dont know how i overlooked that.

thanks!

It's clear that I suggested testing it to rule it out, right?

There are far to many TA believers out there, laying wishes on simple useless colorful indicators, without testing them at all.