Tick-by-tick and system collapse

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  • #29302 quote
    InterceptorInterceptor
    Participant
    New

    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.

    #29336 quote
    GraHalGraHal
    Participant
    Master

    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

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Tick-by-tick and system collapse


General Trading: Market Analysis & Manual Trading

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This topic contains 1 reply,
has 2 voices, and was last updated by GraHalGraHal
9 years, 6 months ago.

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Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 03/21/2017
Status: Active
Attachments: No files
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