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  • #129079 |
    Customer
    168 Posts

     

    – your strategies were curve fitted to historical data and don’t have real edge – it is difficult to determine if this is the case,do they wor on EURUSD or other currencies?

     

    EURUSD only

     

    – they come through normal drawdown period – strategies could have drawdown periods that last for weeks or even months.

    Have you verified that your portfolio consists of non-correlated strategies? If they are correlated then when one goes to loss the others will likely be losing too.

     

    Drawdown of 90% ? C’mon, please see at report. There never was such hudge DD and of course it has to happen just after start of testing period? ;)

     

    – they may work on data that you generated them on, but they will not work with your broker – your broker could have different timezone, he could include Sunday or doesn’t include this, all these things affect how the strategy will behave in real trading.

     

    I know, thats why I generate strategy that works 24/7 , to not look after timezone and trade day.

     

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    #129086
    Customer
    555 Posts

     

     

     

    – they may work on data that you generated them on, but they will not work with your broker – your broker could have different timezone, he could include Sunday or doesn’t include this, all these things affect how the strategy will behave in real trading.

     

    I know, thats why I generate strategy that works 24/7 , to not look after timezone and trade day.

     

     

     

    Even if your strategy does not look at day or time, you will get completely different results on a broker with different GMT offset to the dat in SQ. This is due to having Sunday bar or not having Sunday bar affecting almost every indicator value (highest in range, moving average, ATR etc).

     

    As Mark says I put the same data into a copy of MT4 and SQ and run the same backtest. If the MT4 backtest results aren’t almost the same at the SQ results, you have differences and the SQ results don’t mean anything.

     

    Also look at slippage. Some brokers have terrible slippage and should not be used.  Spread widening. Some brokers widen their spread constantly (especially during many news events) and the stops are hit that won’t show in backtesting.

     

    There are so many reasons why real trading is nothing like the calm waters of backtesting…..

    #129088
    Customer
    168 Posts

    As far as I know, every broker starts at same hour on real servers. GMT offset is generally good topic, but we still doesnt know does dukascopy are gmt0 or gmt+1 and what with DST time…

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    #129089
    Customer
    555 Posts

    Each brokers candles can have different offsets. Some a GMT, others GMT+2 or GMT+3. Look at the broker data, some have a brief Sunday candle, others on Monday to Friday with full candles. You must ensure the data used for backtesting matches the candles your broker uses.  It affects every calculation value pretty much including obviously candle patterns.

     

    Hope this helps, I fell into this trap early on and it took me a while to grasp how important this is.

    #129099
    Customer
    168 Posts

    But, if I use full time trading , and use low timeframe – M15 or M30 

     

    Then surley it is not neccessary to look after GMT. Same market open at GMT+1 and GMT+5 , just diffirent “Server time”. I think it doesn’t matter. Maybe I’m wrong , then please guide me a bit :)

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    #129103
    Customer
    555 Posts

    It probably makes no difference if you trade on timeframes < daily, as long as you don't use candle patterns and don't have any rules that rely on time of day. 

    #129137
    Customer
    168 Posts

    Yes, I tried to exclue every rule that is connected with daily and with candles. 

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