ProRealTime, good habits to find those nuggets!
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This may have been covered before so apologies if it has but from my own experiences, never throw anything anyway! (at least in the automated trading strategy sense of the word). 🙂
At least every few weeks I fill up one of my charts with 10 of my most recent strategies and have a run through the different markets and timeframes, there is always value to be found, even if it relatively small gain but with no losses and a tiny amount of time in the market, ( less time in the market = less risk )
Don’t get me wrong it takes some time and dedication but in my opinion well worthwhile. I’m still learning and undecided on whether a strategy that works across many markets is better than one that works exceptionally well on a particular market or TF but if the former is your thing then it may give you extra peace of mind to move it into demo live or if you’re feeling ready for the jump live ! 🙂
Good luck my fellow traders may your digital pockets always be brimming.
I do a similar exercise as you detail above.
I never delete either … I just checked and I have 5,930 .itf files in 242 folders stored on my PC! 🙂
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I think understanding the premise of a strategy is most important.
Testing a strategy on every market and timeframe on prorealtime is a huge time clog. You’re better off using some genetic algo software to do that for you, in minutes.
A strategy that works on multiple markets and timeframes is indeed better than a single market or tf. It adds to the confidence of the underlying premise.
If a strategy works on a 15 min tf but breaks on a 16min tf then it’s just curve fitted and needs to be dumped.
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how people test a code on multiple TF and multiple Indices (Dax, Nasdaq, DJIA, S&P500, etc.) in a few clics
Test on 10K bars only … depending on the complexity of the code, it often takes only 10 to 20 seconds for each backtest.
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Sounds a good idea!
I set up and hosted a spreadsheet for use by any / all members to log performance of Algos so we can pool our testing time etc … hardly anybody enters data.
Go ahead, open a new Topic, give it a go! New blood, new ideas! I’d love to see it work!
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