04-15-2018, 03:31 AM
Newbie question...
After running GekoWarez's GA to back test and get a good configuration for a nice profit, can someone recommend an acceptable Sharpe Ratio for using the config for live testing?
I know the closer to 0 or higher the ratio, the less risk, but I'm just curios if anyone is actually seeing any success in live trading after seeing a strat back test as well as some of the stuff I'm seeing, like 400% profit in a three month span. I don't expect those kinds of results in live trading, but if the Sharpe Ratio is say -0.2 is that too much risk when the test results are so great?
I have three live trade bots running against different exchange accounts right now, but only for a few days which is not long enough to see anything positive.
Wondering if the risk factor is too high...
Thanks
After running GekoWarez's GA to back test and get a good configuration for a nice profit, can someone recommend an acceptable Sharpe Ratio for using the config for live testing?
I know the closer to 0 or higher the ratio, the less risk, but I'm just curios if anyone is actually seeing any success in live trading after seeing a strat back test as well as some of the stuff I'm seeing, like 400% profit in a three month span. I don't expect those kinds of results in live trading, but if the Sharpe Ratio is say -0.2 is that too much risk when the test results are so great?
I have three live trade bots running against different exchange accounts right now, but only for a few days which is not long enough to see anything positive.
Wondering if the risk factor is too high...
Thanks