Hi all
I have been back testing a system that has produced the results below, the problem however, is that I got these results by going through all the historical data a day at a time, using excel to manually create the charts,(not exactly the most exciting time of my life!). Having done this for the past few weeks I am now well and truly p
ed off with it, hence the reason for this post.
Is there anybody with access to and experience of back testing software that would like to work with me in fine-tuning the system to see just how profitable or unprofitable it is?
I can provide the basic concept of the system, all the historical data necessary and have a few ideas to improve profitability and decrease losses. The system is very simple, using only price and time with no indicators.
Data tested between 01/05 and 09/05
Daily target: 20 points
Daily stop: 26 points
No of wins: 140
No of losses: 43
Total points won: 2800
Total points lost: 1118
Max consecutive winning trades: 13
Max consecutive losing trades: 3
Transaction costs: 915 (calculated @ 5 point spread per trade)
Overall total: 767 points
If you're knowledgeable about backtesting and would like to help develop this P.M. me. Hopefully a few of us could put our heads together and maybe create a good system.
I have been back testing a system that has produced the results below, the problem however, is that I got these results by going through all the historical data a day at a time, using excel to manually create the charts,(not exactly the most exciting time of my life!). Having done this for the past few weeks I am now well and truly p
ed off with it, hence the reason for this post.Is there anybody with access to and experience of back testing software that would like to work with me in fine-tuning the system to see just how profitable or unprofitable it is?
I can provide the basic concept of the system, all the historical data necessary and have a few ideas to improve profitability and decrease losses. The system is very simple, using only price and time with no indicators.
Data tested between 01/05 and 09/05
Daily target: 20 points
Daily stop: 26 points
No of wins: 140
No of losses: 43
Total points won: 2800
Total points lost: 1118
Max consecutive winning trades: 13
Max consecutive losing trades: 3
Transaction costs: 915 (calculated @ 5 point spread per trade)
Overall total: 767 points
If you're knowledgeable about backtesting and would like to help develop this P.M. me. Hopefully a few of us could put our heads together and maybe create a good system.
