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.
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