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heyen
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Backtest Settings

Postby heyen » Sun Jun 11, 2006 9:41 pm

I'm trying to model and backtest an intraday short term system for future.
(i have almost 3 years of 1min data)

I wanted to go safe and used

Long entry = High
Long exit = Low

Short entry = Low
Short exit = High

This worked great on my 15 second data, as i knew i'd get filled within
15 seconds and i knew the most disadvantageous price in that timeframe.

And guess what - that doesnt work on 1min. Spend days/nights fruitless.
Changing to bars average price already gives very decent results.

But i refuse to switch to the open of that bar, as this would be "optimal".
And life isn't.

Now I ask you - whats your setting and how does it compare to reality?
(i'd propably enter via market order-but thats not optimal either)

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heyen
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Arrrghh!

Postby heyen » Mon Jun 12, 2006 12:21 pm

Dough!

Stupid me.... leaving a 2 point profit target in....
No wonder this didnt work.

"Software so simple that idiots could use it - is prone to be used by ... idiots?"

bearwatch
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Postby bearwatch » Thu Sep 21, 2006 8:12 pm

what platform are you using for this strategy?

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heyen
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Postby heyen » Thu Sep 21, 2006 9:17 pm

amibroker pro

bearwatch
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Postby bearwatch » Fri Sep 22, 2006 1:47 pm

sorry, can't help you there. They provide strategy writing platform?

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