05-17-2018, 12:21 AM
Here is a series of backtests, each 1 minute apart in start time. I left the end-time the same for all of them, and the rest of the config the same for all of them. It's tommie's rsi bull bear adx strat.
Looking at these more closely actually made me feel that this is less of an issue. Sure, there are some outliers, but it seems like most of the trades happen approximately in the same places, even when you change the start time by one minute.
However there are discrepancies, as you can see.
Any guidance on making a strategy more likely to give the same results if started at 5:01pm or at 5:03pm? I'd imagine there should be some way to conceptualize and design it such that it won't care if it is starting at 5:01 or 5:03. On the other hand, I can't wrap my head quite around it; it would seem that the series of 11 minute candles starting at 5:01pm would be a whole different set of 11 minute candles than a series starting at 5:03pm.
Please, feedback, thoughts, ideas!
1.png (Size: 107.31 KB / Downloads: 22)
2.png (Size: 107.66 KB / Downloads: 17)
3.png (Size: 106.32 KB / Downloads: 14)
4.png (Size: 106.19 KB / Downloads: 12)
5.png (Size: 105.4 KB / Downloads: 16)
Looking at these more closely actually made me feel that this is less of an issue. Sure, there are some outliers, but it seems like most of the trades happen approximately in the same places, even when you change the start time by one minute.
However there are discrepancies, as you can see.
Any guidance on making a strategy more likely to give the same results if started at 5:01pm or at 5:03pm? I'd imagine there should be some way to conceptualize and design it such that it won't care if it is starting at 5:01 or 5:03. On the other hand, I can't wrap my head quite around it; it would seem that the series of 11 minute candles starting at 5:01pm would be a whole different set of 11 minute candles than a series starting at 5:03pm.
Please, feedback, thoughts, ideas!
1.png (Size: 107.31 KB / Downloads: 22)
2.png (Size: 107.66 KB / Downloads: 17)
3.png (Size: 106.32 KB / Downloads: 14)
4.png (Size: 106.19 KB / Downloads: 12)
5.png (Size: 105.4 KB / Downloads: 16)