JSParticipant
Senior
Dear forum members,
I would like to share the backtest results of my best-performing system:
My ultimate goal is to offer this system on the ProRealTime Marketplace…
Before taking that step, I would like to have it independently tested in a demo environment over a period of six months…
My proposal:
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The system will be run in Demo (or Live)
-
After 3 months, there will be a first feedback report.
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After 6 months, a second feedback report and a full performance review.
Perhaps @GraHal, as a valued member of the forum, would be willing to take on this role…
Of course, I am open to suggestions or alternative testers if someone else is interested…
The system doesn’t look bad.
:=)
Am I right in thinking that the system is always on the market?
JSParticipant
Senior
That’s right, it’s a stop and reverse system…
Is it for CFDs or futures? For CFDs I guess the overnight fees would be huge? But it looks nice!
I can put it on demo if you want.
JSParticipant
Senior
Okay, great…
I’ll send you the system via the email address listed on your website…
If you could write a review after three months, around December, that would be appreciated…
Nothing special, just your honest opinion about the system’s performance…
The backtest covers approximately 500 days, of which 70% are long positions…
Long interest is about €5 per night per contract (short interest is paid out)…
This would amount to a maximum of: 500 × 0.7 × 5 = €1750.
JSParticipant
Senior
@Snalanningen, do you use IG or IB as a broker…?
WimParticipant
Junior
If you would like to have it tested on Futures with IB, no problem, wees mijn gast.
hello Good Job I am Ok to test it. Geraud
JSParticipant
Senior
Here is the backtest of the system using IB as the broker…
The relevant futures contract (Micro E-mini NASDAQ Full) has a point value of 2 dollars (while the IG Tech100 has a point value of 1 euro)…
Did you get sorted with a Tester JS?
I am with IG using the (IG provided) Complete Platform and I could test your Algo on Spread Bet and CFD.
@Snalanningen, do you use IG or IB as a broker…?
I use IG. Feel free to mail the system and I will start it on demo!
Hi
Can i Try, I use IG, I would run on demo to test.
Thanks
hi JS, would you please publish backtest results for max data available – 1million units of 10min bars / on tick data / nasdaq futures /with some avarage spread and brokerage costs. thanks!
justisan
JSParticipant
Senior
Hi Justisan,
What is the relevance of a backtest over the last 20 years…?