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I have been comparing my results of the very popular CatScan system
(www.mindfire-systems) to the ones reported on their website, and I am a
little disturbed. I tested the same system over the same time frame over the
same markets. Also, I only deducted $25 per trade instead of the $75 that
MindFire used. Anyway the differences are huge. Here is the comparison of
just the profits:
Market Reported Tested Difference
Russell 2000 227,850 180,128 -47,723
Crude Oil 90,725 75,314 -15,411
Jap Yen 150,725 -100 -150,375
Swiss Franc 122,413 112,325 -10,088
Rough Rice 44,660 -1,620 -46,280
Euro Dollar 35,983 34,218 -1,766
Coffee 190,800 118,744 -72,056
Muni Bonds 68,500 26,315 -42,185
Lean Hogs 50,981 1,026 -49,955
T Bonds 71,175 70,677 -498
Orange Juice 43,395 47,500 4,105
Cotton 54,590 9,951 -44,639
T Notes 47,081 49,806 2,725
Lumber 59,969 18,616 -41,353
Pork Bellies 36,453 -3,043 -39,496
Sugar 22,463 24,104 1,641
Pound 55,681 56,313 632
Copper 24,063 11,538 -12,525
Oats 13,419 19,265 5,846
Bean Oil 14,184 15,227 1,043
Soybeans 15,375 -30,940 -46,315
Difference -604,674
As you can see, the total difference in profit is more than half a million
dollars! This is not to mention the drawdown, which saw an increase of
almost $200,000. This doesn’t look like such a great system now. I am aware
that small differences are likely due to minor errors in data and in the
calculation of backadjusted contracts. However, some of these differences
are just too large to put down to a data excuse. I use CSI data
(www.csidata.com), which have a very fine reputation.
I also use the contract settings as per the TradeStation universe
dictionary.
This is where my question comes in...does anybody know of any serious
mistakes in the universe dictionary that could be leading to these errors?
Or, can somebody offer me another solution to help me obtain the advertised
results?
Thank you for your time,
Jody.
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