Tick-by-tick and system collapse

Interceptor · Tue, 21 Mar 2017 14:42:22 +0000

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.

This topic has 1 reply, 2 voices, and was last updated 7 years ago by GraHal.

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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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