среда, 7 марта 2012 г.

backtesting ... I do not like backtesting

Links for backtesting are here:

Backtesting and data:
- Backtesting/Optimization: big public thread.
- backtesting with 99% modeling quality is here.
- How to make mt4 show 10m 20m 2H 3H timeframe: public thread.

So, there are a lot of everything inside those threads.
But ... backtesting is made on 1 timeframe, right?
So, backtesting is useless in case of EA was coded as MTF, or some indicator was coded inside EA on open bar and for many other cases. For example, if you are buying some EA from someone and you do not know how it was coded (MTF, or open bar ...) so ... backtesting can produce unrealistic results. backtesting is good for old classical systems (1 trade per symbol with no hedge and no martingale and no scalping). But in other cases - backtesting results can not be reslistic.

people are using backtesting for the following cases:
- to find good settings for the EA;
and
- to know - will EA work for this broker, or not
and
- to know minimum deposit size
- and
- to know which min/max lot size to be opened with some parrticular settings.     

Posted via email from newdigital world

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