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kelvintan
2006.07.11 09:40
Hi somebody out there pls help me to evaluate the following EA , as of why
it perform good result on backtest for model :control point and not model :everytick
and also the EA on demo acct did not tele EA with backtest on control point attach
is the EA
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A Pattern Trailing Stop and Exit the Market Developers of order modification/closing algorithms suffer from an imperishable woe - how to compare results obtained by different methods? The mechanism of checking is well known - it is Strategy Tester. But how to make an EA to work equally for opening/closing orders? The article describes a tool that provides strong repetition of order openings that allows us to maintain a mathematically correct platform to compare the results of different algorithms for trailing stops and for exiting the market. |
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oldman
2006.07.20 00:27
I didn't see the attachment...(it dosen't show) but.... remember, the backtest is
using fixed openings and closings, the real thing bounces up and down within the
candlesticks... this is usually enough to throw off even the best theory.
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stringo
2006.07.20 11:23
Eternal question.
Past differs from present, present differs from future. Market undergoing change. Profitable strategies become detrimental. |
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oldman
2006.07.21 13:10
stringo wrote: Eternal question. Past differs from present, present differs from future. Market undergoing change. Profitable strategies become detrimental. |
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oldman
2006.07.21 13:12
Good answer! Actually I was kinda wrong above anyway... I found that you can more
or less emulate the market by using the "Every tick" on the tester, if
you have the history for all the time periods below the one you are testing.. It
sure changed my "profit" in a hurry...
(the article or topic is here somewhere to explain that) |