How Many Years of Positive Results?

SimpleMeLike said:
Good Morning gaz0001,

Looks good. Great work.

It is better than nothing. I would go for it if you are ok with the overall drawdown.

Also, go back to 2006 and back test from there as well. Atleast you know overall how bad or good the system may do.
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2006 to 2017, consistently bad.

But that brings me back to my original post actually.
Whilst we understand past perfromance does not equal future performance, we still need to use some data to make an informed decision right?
2006 is a long time ago.....hell 2017 is a long time ago.

So what is a reasonable amount of time to base a decision on?

FYI: This is the real backtest (Previous Posted one was ETH) This is RTH, as intended.
NinjaTrader_xmMkJuWOAJ.png
 
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Scataphagos said:
I know what it's like to try to convince OPM to invest with you.... experienced that myself, years back.

If I were to consider hiring you to manage my money today, I'd want to see audited performance from 2018 forward. Why so long? Because there were "huge dips", followed by big rallies... and I'd want to see how you handled both.

Making money in an "up" market is one thing. Protecting assets in a down market is another.

If you're trying to "make it on your own without sponsorship", you've got a tough hill to climb.

Suggest building an audit-able track record before looking for money to invest with you.

Wish you good luck.
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No, i am not looking for sponsorship or work in any way.
Im looking for the absolute opposite of that - complete independance. No shareholder, no customer, nobody to answer to.

My target is a portfolio of algo's which are diversified in terms of strategy, instrument and timeframes.
I want to run those confidently, and manage them on my own for a humble but stable income.
 
gaz0001 said:
2006 to 2017, consistently bad.

But that brings me back to my original post actually.
Whilst we understand past perfromance does not equal future performance, we still need to use some data to make an informed decision right?
2006 is a long time ago.....hell 2017 is a long time ago.

So what is a reasonable amount of time to base a decision on?

FYI: This is the real backtest (Previous Posted one was ETH) This is RTH, as intended.
View attachment 335599
More...
Good Morning gaz0001,

Your questions are very good questions. Very good questions.

I have heard algo developers say 3 months is good enough for back test results, 1 year is good enough, 3 years, 6 years or even 10 years, and I have heard some say the more years the better. Every algo trader will say something different.

My algos I developed look bad from 2006 to 2016 as well, but decent recently years. Similar to yours back test.

Is it important for me to why differences in results in years? No. who cares, its all about the next X years net profits.

Then I see algo developer like @hilmy83 who has an algo that made money every year in back test since 2006 and forward test as well! Which is very good to me. But that is his edge discovery.

I have to be happy and content about what I have to make money.

So to answer your questions, the decision depends on you, noone knows the answer because I do not know why noone knows the answer because there is not enough algo developers on ET with that much years of experience to provide a better answer for you.

I simply do not have an answer for you.

 
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