Randomize starting bar
3 replies
alexgularte
8 years ago #113988
Matusiak Adrian
8 years ago #131600
geektrader
8 years ago #131605
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.
Mark Fric
8 years ago #131636
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