Testing Strategies

[amnonco]

Interestiong debate... I often giggle to myslef when traders are arguing about what works and what does not..

The beauty of this game is that nobody is wrong, and nobody is right... strikes me as funny that people who have many years of experience in either camp cannot understand this ??

I cannot agree more.
haven't you people read market wizards 1&2?
I mean there are traders who win with mechanical system who stress how much discretionary plays dinged them in the past, and there are those who claim there is no way to make money without looking at the full picture fundamentally, others play tick by tick, other arbitrage etc. etc. etc.

there are lots of ways to make money, and remarks about mechanical system being curve fitting just shows ignorance of the subject, exactly the same as the "you can't learn anything from looking at screens" remark.

the holy grail is to find the way that fits your personality.

 

[ukdaytrader]

Is there anyone that wants to share this back testing and I will provide the strategy ?

 

[Ozzie]

Ukdaytrader - definitely end user only - not trying to sell anybody anything - just sharing some info about a company I have used in the past (and will probably use again next time I want some historical data).

 

[ukdaytrader]

ok thanks for the advice......I have looked them up.

Also for information you can use sharescope which Im on trial for someone else recommended them......they definitely have the data available but not quite sure how to access it.

 

[HaloTrader]

Is there anyone that wants to share this back testing and I will provide the strategy ?

Sure, it may be weird - But i enjoy backtesting... I find it purposeful.

 

[Black Swan]

This backtesting stuff is the most boring job in the world...........

:-0 how dare you, wash your mouth out with soap it is as close to everything, in terms of importance and relation to trading (first steps), as you can get.

 

[poborsky]

:-0 how dare you, wash your mouth out with soap it is as close to everything, in terms of importance and relation to trading (first steps), as you can get.

Great post. To someone of my limited experience back testing is far more important than trading itself.

 

[Rossini]

I thought it was a rubbish post...