|
PureBytes Links
Trading Reference Links
|
Alberto Torchio wrote:
>
> Bruce,
>
> I am facing the same problem with a system that is giving me good paper profits trading
> currency futures.
>
> The main reason I am hestitating is that I've always been skeptical about mechanical
> trading: now after backtesting I am doing some more paper trading to familiarize with
> the system's signals.
>
> I hope I'll find enough courage to go on to real trading, big paper profits might help.
> :-)
>
> Alberto Torchio
> Torino, Italy
Alberto,
I find that backtesting my system does give me some confidence, but the
entry is difficult at times. At the current time, my system has me in a
cash position. I am using the 'idle' time to evaluate myself and my
system before the next opportunity.
I remember one version of metastock that allowed backtesting of a
database in a single step fashion. For example, it was possible to load
data from six months ago and step forward period by period to the
present with your indicators so that the actual results were hidden from
view until the data was advanced to the next period(s). I don't have
that version now, but thought it was a great idea at the time.
Thanks for the input,
Bruce Giroux
|