Backtesting Help.

[traderjuk]

Does anyone know how I can backtest this paticular system?


5 period WMA
10 period SMA
Slow Stochastic (5,3,3)
RSI (14)
MACD (default

Rules: Add the above indicators to your 10 minute chart. Only take trades between 8AM-12PM EST and/or 2AM-4AM EST.

BUY the exchange rate when the 5 WMA crosses up past the 10 SMA and the Stochastic is signalling up, RSI > 50 and the MACD histogram >0 and MACD averages crossed up.

SELL the exchange rate when the 5 WMA crosses down past the 10 SMA and the Stochastic is signalling down, RSI<50 and the MACD histogram <0 and MACD averages crossed down.

 

[JonnyT]

I wouldn't bother!!!

JonnyT

 

[Fader]

Pointless and useless, screentime/realtime will verify any system, but even that will never accurately reflect results until you put some real money on the table... and that my friend is when you will find out how little a system has to do with being consistently profitable

 

[Yangs]

Does anyone know how I can backtest this paticular system?


5 period WMA
10 period SMA
Slow Stochastic (5,3,3)
RSI (14)
MACD (default

Rules: Add the above indicators to your 10 minute chart. Only take trades between 8AM-12PM EST and/or 2AM-4AM EST.

BUY the exchange rate when the 5 WMA crosses up past the 10 SMA and the Stochastic is signalling up, RSI > 50 and the MACD histogram >0 and MACD averages crossed up.

SELL the exchange rate when the 5 WMA crosses down past the 10 SMA and the Stochastic is signalling down, RSI<50 and the MACD histogram <0 and MACD averages crossed down.

Easy, write your own program

 

[rog1111]

try :

http://www.wealth-lab.com/

it will require some work on your part though, fairs fair, all part of your journey

good luck

rog1111

Does anyone know how I can backtest this paticular system?


5 period WMA
10 period SMA
Slow Stochastic (5,3,3)
RSI (14)
MACD (default

Rules: Add the above indicators to your 10 minute chart. Only take trades between 8AM-12PM EST and/or 2AM-4AM EST.

BUY the exchange rate when the 5 WMA crosses up past the 10 SMA and the Stochastic is signalling up, RSI > 50 and the MACD histogram >0 and MACD averages crossed up.

SELL the exchange rate when the 5 WMA crosses down past the 10 SMA and the Stochastic is signalling down, RSI<50 and the MACD histogram <0 and MACD averages crossed down.

 

[mr_cassandra]

Back-testing

You could test all that in microsoft excel and get your formulas free from yahoo searches on the internet. You can also download historical price/volume data for free on many vehicles.

Imo, you should do the research and back-testing yourself in lieu of taking anyones word for it, pro or con. Also beware of armchair system quarterbacks who confidantly pronounce a given idea won't work. Make sure you ask them if they have any constructive suggestions and/or what work they have done on their own. The answer(s) will tell you how much credence you should attach to their opinion.

I've worked up my own program over the last several years and it took me a while to catch on that many people who say a given system won't work, haven't done much system work of their own.

If you need help with excel if-and-or but formulas let me know, I can send you examples from my own work.

I supply a free but obsolete version of my program to anyone requesting it from [email protected]. Anyone interested please state in your request that you understand I'm not offering investment advice and version 7.7.3 is obsolete and not in use. Beyong that its more than sufficient to help you with an excel core program structure plus to get an idea of the style & structure of what I do.

Does anyone know how I can backtest this paticular system?


5 period WMA
10 period SMA
Slow Stochastic (5,3,3)
RSI (14)
MACD (default

Rules: Add the above indicators to your 10 minute chart. Only take trades between 8AM-12PM EST and/or 2AM-4AM EST.

BUY the exchange rate when the 5 WMA crosses up past the 10 SMA and the Stochastic is signalling up, RSI > 50 and the MACD histogram >0 and MACD averages crossed up.

SELL the exchange rate when the 5 WMA crosses down past the 10 SMA and the Stochastic is signalling down, RSI<50 and the MACD histogram <0 and MACD averages crossed down.

 

[BerkeleyFutures]

You can backtest and optimise your system using our latest trading platform Berkeley IQ trader. You would need to subscribe to the advanced version which costs £60 per month and then would need to subscribe to the 5years back data in order to have information to test this on. If you would like a demo you would be able to request this from the trade2win website under the trading platforms section.

 

[vimkar]

try :

http://www.wealth-lab.com/

it will require some work on your part though, fairs fair, all part of your journey

good luck

rog1111

it's free or it has a price ?
thanks :?: