cAlgo backtesting
vontogr
(togr)
Member Since Feb 22, 2011
4862 posts
Sep 07 2016 at 06:37
Hi,
I am optimizing my strategy on calgo (ctrader) with tick data precision from server and with 10,000 deposit I am getting results like 13 billion profit with 10k deposit.
How reliable is such backtesting, do you think real results could be at least close to it?
BR
Tomas
I am optimizing my strategy on calgo (ctrader) with tick data precision from server and with 10,000 deposit I am getting results like 13 billion profit with 10k deposit.
How reliable is such backtesting, do you think real results could be at least close to it?
BR
Tomas
vontogr
(togr)
Member Since Feb 22, 2011
4862 posts
Sep 23 2016 at 08:31
No opinions?
I got no experience on cAlgo, but whats the avg trade duration?
if i were you id test it on a small account and see what happens..
worst case you loose a few hundred, but sure as hell worth the risk..
if i were you id test it on a small account and see what happens..
worst case you loose a few hundred, but sure as hell worth the risk..
if you follow the flock like sheep you always end up stepping in shit!
bestdarngood
Member Since Nov 12, 2010
174 posts
Sep 25 2016 at 07:34
I think it all depends on the strategy, if this is a scalper, then it will be highly dependent on the spread and execution rate which can jeopardize the real results greatly.
What time span is that? 5 years?
Results look really good, but too good to be true for live testing, the market is always working against you, but then again, with 8000+ trades, it is highly possible to have good returns, but the DD is what I would be leary of. So low that it generally implies a scalper, which I have never seen a scalper that actually makes it without huge DD in real life. I don't trust scalpers, too many factors to make them profitable and reliable
What time span is that? 5 years?
Results look really good, but too good to be true for live testing, the market is always working against you, but then again, with 8000+ trades, it is highly possible to have good returns, but the DD is what I would be leary of. So low that it generally implies a scalper, which I have never seen a scalper that actually makes it without huge DD in real life. I don't trust scalpers, too many factors to make them profitable and reliable
See my profile or message me for my latest EA
best to run it live as @sirius1fx mentioned. I use cAlgo and optimizing normally weakens the strategy. It normally leads to curve fitting your logic around the tick data set.
Rui Miguel De Araujo Ribeiro
(ruimiguel07)
Member Since Aug 31, 2016
12 posts
Sep 25 2016 at 08:59
lol il give that stragedy a try for you on $10 000 and let you know ;)
vontogr
(togr)
Member Since Feb 22, 2011
4862 posts
Sep 26 2016 at 06:59
The question is if this strategy results are so marvelous
How reliable is backtesting of other strategies with 'normal' results.
I do trade ctrader live on 10k account so I need to know if I can rely a bit on BT
How reliable is backtesting of other strategies with 'normal' results.
I do trade ctrader live on 10k account so I need to know if I can rely a bit on BT
togr posted:
No opinions?
First Why all your accounts are not verified?
vontogr
(togr)
Member Since Feb 22, 2011
4862 posts
Sep 26 2016 at 12:30
stockea posted:togr posted:
No opinions?
First Why all your accounts are not verified?
First all of my ctrader accounts are verified. Second it is done automatically when you add ctrader account. Third how is that related to backtesting. Fourth can you read :)?