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The Truth about Backtesting
Nov 30, 2024 at 13:22
186 zobrazení
4 Replies
Členem od Oct 24, 2023
11 příspěvků
Nov 30, 2024 at 13:22
So, I know you have been told that you need to back-test to master the market. But I will tell you this for free, While you backtest, understand that every bactested strategy is always correct.
The question is what happens in a real-time market?
Always ask Why.
Have you seen a strategy that fails during backtesting? kindly share.
The question is what happens in a real-time market?
Always ask Why.
Have you seen a strategy that fails during backtesting? kindly share.
Simple Stuff_Just Keep it Simple and Repeat the Simple Stuff
Členem od Jan 04, 2018
43 příspěvků
Nov 30, 2024 at 21:06
Try to backtest 15+years and you will see no success in backtest
Přílohy :
do what you love
Členem od Oct 17, 2024
31 příspěvků
Dec 02, 2024 at 06:33
Backtesting does not guarantee you a real-time success. Market can change unpredictably, so you have to see how it performs under live market conditions, where expect emotions, slippage, events comes into play.
Členem od Oct 16, 2024
23 příspěvků
Dec 02, 2024 at 07:04
blair3 posted:
Backtesting does not guarantee you a real-time success. Market can change unpredictably, so you have to see how it performs under live market conditions, where expect emotions, slippage, events comes into play.
That's true tho. You can do all of backtesting as much 1000 as you can but the moment there is a change in market, your backtest become invalid
Členem od Dec 02, 2024
75 příspěvků
Dec 03, 2024 at 10:36
I have not yet come across a strategy that fails during backtesting because usually it is adjusted to fit the historical data. But I have realized that if a strategy worked during backtesting, that does not guarantee that it would work on live trading.
In real-time markets, anything can happen that may lead to price fluctuations like unexpected news, change in market conditions, or even slippage. This can mess up any backtested strategy.
In real-time markets, anything can happen that may lead to price fluctuations like unexpected news, change in market conditions, or even slippage. This can mess up any backtested strategy.
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