Recent content by slangen

  1. S

    Points only test vs Initial equity value

    Lets say your system had three trades, Buy at 100. Sell at 120 B @ 200; Sell @ 220 B@ 200l Sell @ 190 then the points only test will return total profit as (120-100)+(220-200)+(190-200) =20+20+-10=30 points but the equity return will use the percentage return system, ie your return would be...
  2. S

    Backtesting of technical indicators

    Very interesting thread. thanks to Hoggums for all the effort. :thumbsup: (though it looks like he has to moved to Nassau.....well) :cheesy: I learnt a lot of things from this thread. egs: 1. If you trade the right system (ie mean reverting or trending) its respective market, it stands a chance...
Top