The extreme danger lurking in your trading software

[nitro]

Is believing in backtesting blindly

http://datagrid.lbl.gov/backtest/#run

 

[gkishot]

Is believing in backtesting blindly


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http://datagrid.lbl.gov/backtest/#run

Depends on the time frame.

 

[TradeCat]

There is no one way to make $ in the markets.

 

[indicator777]

Simple mean reversion strats perform nicely in last 15 years. Don't get distracted by academic types.

 

[stevegee58]

Simple mean reversion strats perform nicely in last 15 years. Don't get distracted by academic types.

Heh. I just backtested the WR2 and IBS systems since they were very simple to code and I hadn't heard of them before. Kind of amazing. Both have 68% win rates, and positive expectancy.