Murray lernt fast here:
http://www.elitetrader.com/vb/showthread.php?threadid=225189
that ET don't want nuttin' for free. A sponsor, a respected poster, and a successful entrepreneur wants to teach ET sumpin'? No way! We awreddy know it all! Arrogant fuckstick to think he can teach us something!
So while Murray wounds his licks and gets up his courage again, I will imagine what he intended to say. To wit:
Lissen up, dickheads! You think backtesting is easy? That your average ET assclown can do it?
Well suivez-moi and lessee.
You got a strategy idea? Who the fuck doesn't? What you don't got is a way to test it. You need a data divider. You need a chart disservice with built-in backtesting. You need a coding language. And you need a fucking brain, which mosta youse ain't got.
(Ass-side: Murray provides all of the above, but I am perverse and use EasySignal for the following eggsamples.)
Forget the strategy idea. First you have to build the code to represent that idea and to set up the built-in backtesting to test it. Here is what that looks like in EasySignal (ape-ologies to ES users who REALLY know what they are doing). We are going to test the lame-brained idea that entering on a retrace to the open is the road road to riches and bitches.
//retrace to open system structure
//variable declarations
//function declarations
//set up chart parameters
//backtesting code
{
//determine the time
//initialize variables
//establish trade day validity
//test for time window
{
//trade loop
{
//set up trade entry conditions
//entry code
//stop loss code
//profit stop code
//end of day exit code
//profit calculation and "helper" code
}
}
}
(Lest you think I am winging it as I go, the code is all done and I am just building it up in baby steps that show what decisions you have to make in backtesting.)
Flame away! Intelligent questions will be answered politely. Stupid questions will be derided mercilessly.
http://www.elitetrader.com/vb/showthread.php?threadid=225189
that ET don't want nuttin' for free. A sponsor, a respected poster, and a successful entrepreneur wants to teach ET sumpin'? No way! We awreddy know it all! Arrogant fuckstick to think he can teach us something!
So while Murray wounds his licks and gets up his courage again, I will imagine what he intended to say. To wit:
Lissen up, dickheads! You think backtesting is easy? That your average ET assclown can do it?
Well suivez-moi and lessee.
You got a strategy idea? Who the fuck doesn't? What you don't got is a way to test it. You need a data divider. You need a chart disservice with built-in backtesting. You need a coding language. And you need a fucking brain, which mosta youse ain't got.
(Ass-side: Murray provides all of the above, but I am perverse and use EasySignal for the following eggsamples.)
Forget the strategy idea. First you have to build the code to represent that idea and to set up the built-in backtesting to test it. Here is what that looks like in EasySignal (ape-ologies to ES users who REALLY know what they are doing). We are going to test the lame-brained idea that entering on a retrace to the open is the road road to riches and bitches.
//retrace to open system structure
//variable declarations
//function declarations
//set up chart parameters
//backtesting code
{
//determine the time
//initialize variables
//establish trade day validity
//test for time window
{
//trade loop
{
//set up trade entry conditions
//entry code
//stop loss code
//profit stop code
//end of day exit code
//profit calculation and "helper" code
}
}
}
(Lest you think I am winging it as I go, the code is all done and I am just building it up in baby steps that show what decisions you have to make in backtesting.)
Flame away! Intelligent questions will be answered politely. Stupid questions will be derided mercilessly.