Backtesting period

ChrisNYE · Thu, 31 May 2018 20:59:40 +0000

Hi Guys, I am backtesting and optimizing my strategies over the past 6 months. I know this may not be ideal as if I extrapulate this over 5 -10 years my results would probably be disaterious. My question is: What period is an ideal backtest sample period for 4hr charts I was going to review my strategy every month and fine tune my settings to start the 1st day of the next month – this seems like a lot of work and must be a better way of doing this I see equity curves on this forum that go up consistently over 10-15 yrs and think how did he/she manage to get that and I must be doing something wrong as I can only get that over 6 months. Which brought me to my insight of I must be doing something incorrectly OR I am optimizing the crap out of my strategy for the past 6 months but in the real world of over a period of time I will be broke quite quickly. Chris

This topic has 36 replies, 5 voices, and was last updated 5 years ago by ChrisNYE.

Viewing 7 posts - 31 through 37 (of 37 total)

← 1 2 3

06/06/2018 at 9:13 AM #72429

ChrisNYE

I might look into a prt account

ChrisNYE
Participant

Topics: 27
Replies: 125
Been thanked: 4 times

06/06/2018 at 9:35 AM #72436

GraHal

ChrisNYE wrote:

cancel my ig account and use prt ig

Don’t cancel your IG Account until you are 110% happy with it. Reason – see Vonasi post above and his other more detailed post re Limited Risk Account issues!

In case you are not picking up on the implications … if you open a new account with IG (even PRT sponsored) it will be a Limited Risk Account and so not useful for the reasons Vonasi states / experienced!

GraHal
Participant

Topics: 204
Replies: 8401
Been thanked: 2042 times

06/06/2018 at 9:39 AM #72438

Vonasi

Check in My IG for your account status.

Vonasi
Moderator

Topics: 192
Replies: 5088
Been thanked: 1810 times

06/06/2018 at 9:44 AM #72441

Vonasi

At the moment I have both my Standard IG accounts and the useless Limited Risk account. I have the demo PRT platform switched on in all of them so I get 75 demo strategies running live on test (still not enough in my mind). I will have to fund the live limited risk account and maybe place the odd bet via the IG platform occasionally otherwise after a while IG shut the account down and I would lose the demo PRT access.

Never close an IG account – they can be useful even when they are useless!

Vonasi
Moderator

Topics: 192
Replies: 5088
Been thanked: 1810 times

06/06/2018 at 9:55 AM #72442

ChrisNYE

Vonasi so who do you trade thru?

ChrisNYE
Participant

Topics: 27
Replies: 125
Been thanked: 4 times

06/06/2018 at 10:37 AM #72449

Vonasi

ChrisNYE wrote:

Vonasi so who do you trade thru?

Not sure I understand the question fully but my broker is IG and I trade on the PRT platform using a standard account.

Vonasi
Moderator

Topics: 192
Replies: 5088
Been thanked: 1810 times

06/06/2018 at 10:43 AM #72451

ChrisNYE

So same as me.

ChrisNYE
Participant

Topics: 27
Replies: 125
Been thanked: 4 times
Author

Posts

Viewing 7 posts - 31 through 37 (of 37 total)

← 1 2 3

Find exclusive trading pro-tools on