|
PureBytes Links
Trading Reference Links
|
Hi,
Most of the time real time results don't live up to simulation results
as there is always a certain amount of artificial optimisation going on.
My question is directed to those who have compared the two. In your
opinion what is the best method of making simulated results look similar
to real-time results? There are many adjustments one can make but does
anyone have any direct experience in what they find is best? For
example we could make a RINA Index type adjustment, or we could just
exclude wins, or increase slippage etc. If people have strong views on
this, what are your suggestions for the extent we should degrade testing
results to see if they have a fair chance of holding up in real time?
Assuming of course we already have what we believe is a robust trading
idea before costs.
Regards,
Adrian
|