Amatrue,
You high resolution with tick data for your back testing. Try it for 6 months of data and see what you get.
Can a consistently losing strategy be profitable if I do the opposite of it?
- Thread starter Amatrue
- Start date
You high resolution with tick data for your back testing. Try it for 6 months of data and see what you get.
It's not necessarily fake. There are some consistently winning strategies on 5 minute charts and it is as smooth as his chart since you are taking alot of small trades.
I can tell you I know for a fact there are strategies that will win like this, yes between 2009 and 2020.
It is also highly likely they will keep working as no one is trading those, especially not on such small TFS.
I can tell you I know for a fact there are strategies that will win like this, yes between 2009 and 2020.
It is also highly likely they will keep working as no one is trading those, especially not on such small TFS.
How would I go about using tick data to backtest if it changes the parameters of my indicators which is based off of the 5 minute timeframe?
You need to use NT8, not NT7. I used NT7 5 minute bars and they give incorrect back testing results because the back testing software execute the code per bar.
In NT8, Strategy Analyzer there is an option for Fill Resolution. Choose 1 minute, so you get better resolution in your back testing and then back testing on 5 minute bar and see if you see a difference. Every 1 minute, your code will execute. Also, you can use tick replay, every tick your code will execute, I think. I do not use NT anymore. I am going off memory.
Also, check about 20 trades and see if it make sense to you.
Your results look an error somewhere.
care to elaborate?
%%Wouldn't that result in loss in commissionsor was that the joke
IT COULD work;
with no commissions+ perfect executions.
Is it likely to work??? It Depends.
Even if it was a joke i usually look for truth in a joke sometimes. I like a PSAR[parabolic stop + reverse] some times anyway.