Tick-by-tick and system collapse

• 03/21/2017 at 3:42 PM #29302
  Interceptor

  Hi

  I’ve recently backtested a system which initially looked very strong. However, as soon as I tested it on a tick-by-tick basis it unraveled. I was a bit surprised at the difference, as the system is based around a daily time-frame, with only one trade per day, and very little time in the market.

  I wonder if anyone else has had the same experience, and what can the lessons be when initially designing a system?

  Cheers.

  

  Interceptor

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  03/21/2017 at 5:58 PM #29336
  GraHal

  Hi Interceptor

  If you were to post your System on here then folk might help by testing it, easier and quicker?

  I guess when you say unravelled … System went from Profit (no tick tick) to Loss under tick tick test? Or do you mean System stopped altogether?

  Cheers
  GraHal

  

  GraHal

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