ade1
1 posts
msg #121367
- Ignore ade1 |
8/20/2014 10:33:24 AM
Hi folks,I do various backtests on my strategies ie.macd bullish,bearish...stochastics bullish,bearish and many more but when I backtest them I am losing money.Does anyone have a positve return on a strategy when backtested.I appreciate you dont want to share a winner,but maybe you will give a hint.many thanks
Adrian
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mshivalu
11 posts
msg #121399
- Ignore mshivalu |
8/27/2014 7:10:16 PM
ade1
1 posts
msg #121367
- Ignore ade1
8/20/2014 10:33:24 AM
Hi folks,I do various backtests on my strategies ie.macd bullish,bearish...stochastics bullish,bearish and many more but when I backtest them I am losing money.Does anyone have a positve return on a strategy when backtested.I appreciate you dont want to share a winner,but maybe you will give a hint.many thanks
Adrian
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Hi Adrian,
Success with automatic bactesting still eludes me, but using date offset on my screens allows me to see how stocks typically behave when my criteria is met.
So far, the TRO scans have been nice work horses for me. I just learned of scans by miketranz that are generating nice returns too. You can run a search for TheRumpledOne (or TRO) and miketranz to see the scans.
Actually, the forum is littered with a treasure trove of winning filters by many, but bactesting will show they suck. I guess what I am trying to say is...."don't let backtesting be your sole source of determining if a filter works." I know a lot of people who have 80% screens, but can't generate those returns when they live trade.
Happy Trading!
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marine2
963 posts
msg #121407
- Ignore marine2 |
8/28/2014 2:26:52 PM
Because the backtesting mechanism has many variables you can choose from picking the right ones for your specific filter does affect its results. Try testing those variables and settle in on just the right mix to help give you the better results you are yearning for. Happy investing and good luck!
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jemarcks
26 posts
msg #121408
- Ignore jemarcks |
8/28/2014 5:00:22 PM
Use Stratasearch for back testing.
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mshivalu
11 posts
msg #121435
- Ignore mshivalu |
9/4/2014 8:03:05 AM
You both gave me something to consider. Thank you Marine2 and Jemarcks.
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marine2
745 posts
msg #121407
- Ignore marine2
8/28/2014 2:26:52 PM
Because the backtesting mechanism has many variables you can choose from picking the right ones for your specific filter does affect its results. Try testing those variables and settle in on just the right mix to help give you the better results you are yearning for. Happy investing and good luck!
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jemarcks
8 posts
msg #121408
- Ignore jemarcks
8/28/2014 5:00:22 PM
Use Stratasearch for back testing.
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