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Hey QldFrog,

I don't think the MC results in the single test run are representative due to how MC works in AB. You have the optimize code in the afl which provides the more realistic view of what impact the randomised signals have. e.g
[ATTACH=full]118099[/ATTACH]

I feel like I'm defending [USER=66393]@Trendnomics[/USER], but its really just that I believe the point they made regarding this years trading is something that's valid and should be kept in mind. Is the randomise entry/exit system the best example? maybe not, were the posted results from a cherry picked run? maybe so. But for a more *real* example, I coded up Skate's Flying Pelican Daily strategy from the other week, this years results were fantastic, longer term not so much (This is obviously not [USER=57364]@Skate[/USER] 's actual code, but my coding based on his description of entry/exit and some other entry/exit conditions added).

[ATTACH=full]118100[/ATTACH]

To your point about beginners and validity of backtest results, I do agree there's value there, be it learning or comparing results during comparative timeframes or live trading versus paper. And I'd add that if someone new takes away from this convo an awareness that testing should be done over a better sample of market conditions and subsequently save's themselves some big losses then great!.

cheers,

<blockquote data-quote="stasisbr" data-source="post: 1107253" data-attributes="member: 83179">Hey QldFrog,I don&#039;t think the MC results in the single test run are representative due to how MC works in AB.&nbsp; You have the optimize code in the afl which provides the more realistic view of what impact the randomised signals have. e.g[ATTACH=full]118099[/ATTACH]I feel like I&#039;m defending [USER=66393]@Trendnomics[/USER], but its really just that I believe the point they made regarding this years trading is something that&#039;s valid and should be kept in mind. Is the randomise entry/exit system the best example? maybe not, were the posted results from a cherry picked run? maybe so. But for a more *real* example, I coded up Skate&#039;s Flying Pelican Daily strategy from the other week, this years results were fantastic, longer term not so much (This is obviously not [USER=57364]@Skate[/USER] &#039;s actual code, but my coding based on his description of entry/exit and some other entry/exit conditions added).[ATTACH=full]118100[/ATTACH]To your point about beginners and validity of backtest results, I do agree there&#039;s value there, be it learning or comparing results during comparative timeframes or live trading versus paper. And I&#039;d add that if someone new takes away from this convo an awareness that testing should be done over a better sample of market conditions and subsequently save&#039;s themselves some big losses then great!.cheers,</blockquote>

[QUOTE="stasisbr, post: 1107253, member: 83179"] Hey QldFrog, I don't think the MC results in the single test run are representative due to how MC works in AB. You have the optimize code in the afl which provides the more realistic view of what impact the randomised signals have. e.g [ATTACH type="full" alt="1610187982497.png"]118099[/ATTACH] I feel like I'm defending [USER=66393]@Trendnomics[/USER], but its really just that I believe the point they made regarding this years trading is something that's valid and should be kept in mind. Is the randomise entry/exit system the best example? maybe not, were the posted results from a cherry picked run? maybe so. But for a more *real* example, I coded up Skate's Flying Pelican Daily strategy from the other week, this years results were fantastic, longer term not so much (This is obviously not [USER=57364]@Skate[/USER] 's actual code, but my coding based on his description of entry/exit and some other entry/exit conditions added). [ATTACH type="full" alt="1610189705721.png"]118100[/ATTACH] To your point about beginners and validity of backtest results, I do agree there's value there, be it learning or comparing results during comparative timeframes or live trading versus paper. And I'd add that if someone new takes away from this convo an awareness that testing should be done over a better sample of market conditions and subsequently save's themselves some big losses then great!. cheers, [/QUOTE]

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