But a necessary step without which you do not even know where system stands.
What's the best back testing program?
- Thread starter farmerjohn1324
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But a necessary step without which you do not even know where system stands.
after these few weeks of shake and scoop, why would anyone still want to 'back test'.... it's a rigged game that I have explained play by play in my thread trading is easy and many other threads.
it's a rigged game.
there are no bulls and bears, just the same fcking group of boys manipulating this thing up down up down.
understand their game, everything becomes easy.
it's a rigged game.
there are no bulls and bears, just the same fcking group of boys manipulating this thing up down up down.
understand their game, everything becomes easy.
Stocks are and always were. Commodities are a different animal all together. Our algos are 100 stats driven and back tested.
your approach has merit as well. Buy, hold and hope. Not my cup of tea.
you still haven't understood any bit of what I been saying.
The backtesters will just update their model so it somehow "works" during the latest drawdown. I used to be one myself. Here's a good example.
"Paul has a GEM-like model called DM-COMP which is extremely like GEM, except it uses VEA (developed markets) instead of VEU (whole world ex-US). The key to Economic Pulse is the SPY-COMP V2 risk-on risk-off switch. That's the golden nugget. Once you have that switch, you can use whatever ETF pair you like. He uses the average of 3, 6, and 12 month momentum to score, whereas Gary uses only 12 month. This would make DM-COMP more whippy than GEM, but the risk-off switch is not always activated, so overall DM-COMP is not more whippy. Because the risk-off switch is not always on, he also has a 10% stop-loss trigger. This fired on 12/31/2018. It caused a whipsaw. Lately, he thinks if you have 40% bonds you can skip using the stop-loss."
Use more "whippy" (fast) signals and 10% stop losses...until you get burned the next 4 or 5 times we have a correction and it quickly recovers...and you get whipsawed out of a 10-15% gain. Then go back to a slow, end-of-the month, 1 year momentum signal until it loses over 30% like this year.
that's basically all these so called 'system traders' are doing.... there is no real edge, except just some number crunching to get to some temporary pattern until it errodes and gives a draw down.
i fully understand what you preach. So far it worked, well yet to be seen for this downturn. But your method leaves you in hope mode. Essentially you hope that market will always keep on going up. I can not trade like this (have enough exposure via my retirement allocation).
you aint understanding shit... if you did you'd not made a comment like this... because on this end there is no hoping involved... this master has been giving crystal clear play by play thru the past weeks.
the only thing I don't have is a seat at my boyz meeting so I don't know when they start a shake campaign, but once they start I can foresee every move they make.
the reason you can't understand is because there is no logic in what you do... you crunch number and all that sharpe ratio profit factor stuff has no logic in it.... why the fck does this method work but the other doesn't, you have no clue, the numbers look good you put it in live trading and HOPE for the best.
on this side there is no hoping. everything is logical and has been proven logical.
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You don't have to start in the stone age.
You can put 1 million lines in each spreadsheet.