Strategy Section Sanity Please vote results
Strategy Section Sanity Please Discussion
Jun 26, 2010 at 09:54
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1 Replies
Member Since Oct 28, 2009
1424 posts
Jun 26, 2010 at 09:54
(edited Jun 26, 2010 at 09:54)
It appears that a strategy tester arms race has commenced in the strategy section and I realise I am one of the superpowers involved! So my apologies for that.
I think it would be good to set some rules for strategy tests to make the top ten, else they don't get in there.
Such as:
Backtests must start on the first day of MT4 data.
Backtests must start with $10,000 capital
Backtests must use a fixed lot size of 1 standard lot.
I realise that this will make Martingale strategies ineligible but as most of them blow up on a ten year backtest this shouldn't be an issue.
Be good to hear other people's thoughts on this.
I think it would be good to set some rules for strategy tests to make the top ten, else they don't get in there.
Such as:
Backtests must start on the first day of MT4 data.
Backtests must start with $10,000 capital
Backtests must use a fixed lot size of 1 standard lot.
I realise that this will make Martingale strategies ineligible but as most of them blow up on a ten year backtest this shouldn't be an issue.
Be good to hear other people's thoughts on this.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Member Since Aug 20, 2009
266 posts
Jun 26, 2010 at 11:01
Hi Steve,
I agree with your sentiment, although I think a simpler way would be to provide a backtest with a drawdown of less than 10%. Some back tests are just running up huge numbers, but if the max drawdown is limited, then the risk levels will have to be adjusted downwards to more realistic levels by most participants.
I agree with your sentiment, although I think a simpler way would be to provide a backtest with a drawdown of less than 10%. Some back tests are just running up huge numbers, but if the max drawdown is limited, then the risk levels will have to be adjusted downwards to more realistic levels by most participants.
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