The Tenets of a Successful, Backtested, Mechanical Trading System

robocop

Well-known member
495 1
The test starts at February 4th 2013 and uses tick data.

View attachment StrategyTester.htm

StrategyTester.gif

Two months ago it gave me more or less the same equity curve and profit factor with the data I had then.

I want to backtested it with more data, but I don't have any. Where do you guys get such data?
 

robocop

Well-known member
495 1
I've run the test with open prices only and with tick data prices. The backtest give exactly the same results. So I guess it doesn't matter so much for my system.

The system takes both long and short trades, but the prices of the broker are only bid prices. Therefore I get stopped out more often with short trades, due the spread. Do you have the same issue and how do you cope with it?

Can Metatrader 4 calculate the Sharp ratio for me? I don't see it on the strategy report.
 
 
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