Is prorealtime back test accurate ?

johnymon · 2016-09-30T22:10:26+00:00

Hello Veterans, Do you guys able to achieve same kind of results as back test shows? .I just wrote a 3/8 EMA crossover system for dax ( ftse/wall street also works) with 2.5 spread and size is 2 GBP and 9 point trailing stoploss on a 4 hour chart and giving me good results(in my perspective, 500 to 2,57000 gbp in 4 years time).Could you please see the attachment and let me know whether this will happen or atleast come closer in real live trading.I see many posts in this forum questioning the back-test accuracy. Thanks , J George

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09/30/2016 at 11:10 PM #13996 quote

johnymon
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Junior

Hello Veterans,

Do you guys able to achieve same kind of results as back test shows? .I just wrote a 3/8 EMA crossover system for dax ( ftse/wall street also works) with 2.5 spread and size is 2 GBP and 9 point trailing stoploss on a 4 hour chart and giving me good results(in my perspective, 500 to 2,57000 gbp in 4 years time).Could you please see the attachment and let me know whether this will happen or atleast come closer in real live trading.I see many posts in this forum questioning the back-test accuracy.

Thanks ,

J George

Doc2.docx

10/01/2016 at 10:55 AM #14008 quote

Wing
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Veteran

If you look at the ‘closed positions list’, you will see that many of your orders are closed in the same bar as they are opened. When both SL and TP is reached in the same bar, the test is not accurate, since PRT will always count it as a win.

To test a system on the 4-hour timeframe, before PRT releases tick-by-tick data, you need to use much higher SL.

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