Randomize starting bar
6 years ago #131600
This one is a really easy one, it just starts the backtest X bars (the “Max Change”) later from your current backtest starting date. This is to avoid strategies that relay on previous trades and only work if they are started at a specific date. E.g. if the strategy is started 1. January 2000 it makes profit, but if started 1. February 2000 it makes constant losses, which can happen with strategies that use “Reverse Existing Position” market order entries. Hence this robustness test changes the starting date of the backtest by X bars randomly to make sure the strategy makes profits regardless of when the backtest starts.
Lorenz thank you for the explanation, it is exactly as you said 🙂
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