Web-based historical back-testing

S

ssanders82

Hi, I've created an application at http://www.inspectd.com that shows a random 6-month historical chart, and asks you to make a buy/sell decision. It then immediately shows you the actual results over the next 30 days and tracks your "profit" (you start with $100,000 paper money). I think it's pretty damn cool myself because I haven't seen anything like it.

I'm an experienced programmer and intermediate trader, and I'd love to get your opinions on my site. Eventually I want to offer web-based historical back-testing of custom-programmable strategies and day-by-day tutoring (it will show you a historical chart, and then walk forward day-by-day asking you to if you want to close your position.) I think it's *very* useful for learning.

Please let me know if you think this is a valid idea, and if it's helpful to you as a trader. Your comments are much appreciated!
 
Nice job, dude.

Try1 (25 trades): didn't skip anything, account steadily moved towards 200k, then sank slowly back to 100k on several bad bets;

Try2 (25 trades): skip some patterns I was not sure and account steadily move towards 200k again, then the next bad trade send me under 100k;

Conclusion for me: I cannot trade everything; I cannot put all eggs in one basket.
 
Hi ssanders82.

I just tried it out and found it pretty cool. Seems to me that this applet may be useful to assess if someone´s intuition is any good.

However, if you really want to make it instructional, add some sort of position sizing algorithm or multiple algorithms and let the user try them out and see the impact in their trading. No trader worth his salt will load up 100% of their account in a volatile stock to risk losing 30% of it in a single month, IMHO. Nevertheless, this is what is being simulated right now.

Also, it might be interesting to let the user specify for how long he wants to hold the stock, instead of using straight 1 month periods.

Just my 2 cents.

Best regards.
 
Neat! I once again proved that my intuition is horrible for trading. I halved the account in no time. I'll be sticking to my automation stuff for sure!!
 
great idea! just ran through about 100 trades....ran the initial stake up to 1 mil and proceeded to lose it all in a couple of bad trades...

this is like a discretionary swing trading backtesting machine. definitely illustrated a couple of points for me...there seems to be positive expectancy buying the highs and selling the lows....and you must cut your losses (which this sim does not allow)

as far as improving it goes....allow the user to vary position sizing, multiple entries, stoplosses etc. would all be excellent ideas.

nice work.
 
Here is a suspicion:

What if those are not real charts but randomly generated and the OP wants to prove that it is more of the moneymanagement than the chart/strategy that makes one profitable?
 
There is a company, Real World Games, that has a similar product out there. Free demo. I tried it years ago. It's pretty good. I'm surprised they're still around.

http://www.realworldgames.com/

Their 30 day stock challenge is almost identical to the one in this thread. You can go long or short for 30 days, or skip it. It also has a market timing game where you can go long, short or exit each day and change the speed so it changes a day every second or slower. Pretty good stuff.

It would be great if you could load your own data, and had the ability to add your own indicators. But then there are some software programs that already do playback.

What I'd like to do is hack the program and put in ES intraday data.

- EZ
 
You must log in or register to reply here.
Back
Top