Learning profitable automated trading

The testing stops mid 2008 again, why is that? For goodness sake, if we don't know how it performed during late 2008 and 2009, what value is it?

none.

Hmm something to do with the decimal places changing, rite? Whichever, it's not statistically rigorous or robust. My guess is there would be a sharp fall off in performance during the Lehman mess.

I explained the data situation, unavailability of data after mid 2009 and changes to 5 decimal.If you are on a live account , you don't need back testing .Anyway remainder of 2008 was good as I was partly on live and witnessed the performance, 2009 I was on live account and witnessed the market conditions and performance.

I stopped trading nfp days with triple directions of price , which were the biggest losers of money, so actual can only look better

Unavailability of data after 2009? Changes to 5 decimal? What ARE you talking about?

Find a way to get round it, otherwise it negates all your results. Besides which, five years data isn't enough anyway, you should make it 10.

Alpari used to provide data but stopped providing it in 2009. Originally metatrader formatted data used to be available in four digits, brokers introduced 5 digits in 2008/9.Very little data was available in 5 digits.

http://thetrademachine.com/blog/2009...sting-quality/

We also back tested two more years from 2001 to 2002 , plus the the 5.5 years on the above tests equals 7.5 years back testing and 1.5 years of live accounts which overrides any backtesting.

What is more important than quantity is quality of testing.It is more important to test in periods of adverse market conditions, which the period tested covered,

Hmm, so in a couple of years time you will still be showing charts which end in May 2008? Won't that seem a little odd?

Get a different data provider, or re-code to allow for the change in decimal places (why this makes any difference I have no idea, but whatever..).

OR stop referring to out-of-date, redundant charts.

From 2010 I started collecting my own data from live feeds.

Does 2.5 years of data /backtesting really matter , when there have been forward testing and live accounts trading?On backtests you get instant fills , whereas on real markets there is liquidity issue , non fills and spread widening .None of this reflected in back testing.

I design my systems for future trading and trading in difficult adverse market conditions.

Here are two more years testing from 2001 to 2002.