Don't over-optimize

Great tool.  Thanks for sharing.

I built a bot about ten years ago to trade futures.  It did really well backtesting.  Not so good in the real market.  Too hard to get good fills.  Best I managed to do was break even.

Your Backtesting result report is a bit optimistic (and misleading.)  You really don't want to be chasing accumulated profit.  That will surely have you matching your strategy to your historical data.  There's lots more data you probably want to include in that report, but accumulated profit will lead you astray.



Messages In This Thread
Don't over-optimize - by richard - 04-06-2018, 04:14 AM
RE: Don't over-optimize - by askmike - 04-06-2018, 06:03 AM
RE: Don't over-optimize - by tommiehansen - 04-06-2018, 06:48 PM
RE: Don't over-optimize - by richard - 04-18-2018, 10:06 AM

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