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Forums>StrategyQuant>General Discussion>Finding Good Strategies DURING Robustness Tests

  • #232502 |
    3 Posts


    I am currently practicing my robustness tests, and I came across an interesting situation. During the backtests over different timeframes, if you come across a strategy that blows the back test out of the water (ie – moderate on M30 – 32% win rate/8.5 Return/DD; same strategy over H1 backtest – higher win rate/much higher Return/DD), do you restart a whole robustness test on that strategy? Or, do you just go about robustness tests and disregard?

    I have seen this only a couple of times, but I can see one getting caught chasing down strategy after strategy that just “pops” up during testing.

    Just curious; would love to hear your insights!

    430 Posts

    Read the E-book and follow the recommended workflow. The ones thats passes you then put live on incubation and when they have a long period of good performance you have a good one that you can add  to a portfolio and increase size as per your available capital.

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