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<FONT face=Arial
size=2>Hi,
<FONT face=Arial
size=2>
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.
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>Regards,
<FONT face=Arial
size=2>Adrian
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