Strategy Section Sanity Please投票结果
Strategy Section Sanity Please讨论
Jun 26, 2010 at 09:54
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会员从Oct 28, 2009开始
1424帖子
Jun 26, 2010 at 09:54
(已编辑 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.
会员从Aug 20, 2009开始
266帖子
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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