Thread: Backtest
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Old 06-15-2008, 03:15 AM
FerruFx FerruFx is offline
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Quote:
Originally Posted by sweetpip View Post
Backtesting is the process of testing a trading strategy on prior time periods. Backtesting a theory assumes that what happens in the past will happen in the future, and this assumption can cause potential risks. It can provide plenty of valuable statistical feedback about a given system that's why most technical-analysis strategies are tested with this approach.



Very true!

The result of backtesting offers statistics that can be used to gauge the effectiveness of the strategy but then past performances does not necessarily guarantee good results always.. Not always a hundred percent accurate. So make sure to try it out first before going live.

Good luck!
In my opinion, backtesting is worthless for its results.

There's only 2 ways the backtester is usefull:

1. For coders who wants to test the logic of their coding.

2. To observe how an indicator react with the market movement (example to see if it repaint).

About results, keep in mind that in backtesting, you won't have all the "hunting" issues from brokers. No spread spike, no stop hunt, etc ...

This is what makes backtesting and live results so different.

FerruFx
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