Australian (ASX) Stock Market Forum

Forward testing

Snake Pliskin said:
I read something (not much - merely a mentioning) somewhere, regarding forward testing. Who does it and how do you do it?
Hello Snake,

This forward testing is sure Testing :D

Vulcan oracle Software .

Be careful !!

Bob.
 
Bobby said:
Hello Snake,

This forward testing is sure Testing :D

Vulcan oracle Software .

Be careful !!

Bob.

Good evening Bob,

I looked at the site and it looks like ****, that I must say. ;)

"Using VO is like having an expert stock analyst sitting at your shoulder as you make decisions about which to buy and sell and when to do it"
http://www.vulcanoracle.com/default.htm

Your words "Be careful" are certainly apt.
Have yourself a good evening.
Snake
 
Snake Pliskin said:
Good evening Bob,

I looked at the site and it looks like ****, that I must say. ;)


http://www.vulcanoracle.com/default.htm

Your words "Be careful" are certainly apt.
Have yourself a good evening.
Snake
Hello Snake & Nice evening too,

Yep its seems crap ! You are a funny bloke asking for this :D insight, guess you were looking for some rabbits to pop up , Ha ha''

Check that system results I sent you, let me know your thoughts- smart'**** :)

Take care
Bob.
 
Bobby said:
Hello Snake & Nice evening too,

Yep its seems crap ! You are a funny bloke asking for this :D insight, guess you were looking for some rabbits to pop up , Ha ha''

Check that system results I sent you, let me know your thoughts- smart'**** :)

Take care
Bob.

Bob it seems I cannot interpret your last blotted out word.

"smart ****"?
 
Snake Pliskin said:
Bob it seems I cannot interpret your last blotted out word.

"smart ****"?
Snake,

Its complementary NOT derogatory :)

I think its wrong that certain words are blocked on this site !!

Be Good
Bob.
 
There is a great deal to learn in testing data (statistical analysis).

I wish I knew more.Or more to the point had the accumin to learn more!!

Walk forward analysis is very basically taking a method and testing it forward from any date Bar by Bar.
This cuts out false readings in some types of methods which are limited by the dynamic nature of the criteria.

Some Elliot Wave analysis is a good example.
Some Peak or Trough analysis for entry or exit is subject to the dynamic nature of markets.

While Walking forward (Bar By bar) an occurence will become aparent which may have not been recorded in a backtested chart due to the dynamic nature of price.
 
I just use a trial ac. to forward test forex trading ideas. Gives some idea if the method is realistic to trade and what results will be like. Can confirm whether backtesting results are curve fitted etc.
 
Forward testing should be used when you are optimising parameters or mining data. You divide your complete data sample into 3. Use the middle section to find the parameters you wish to use, then run those on the first and last data sets. If the parameters are robust you should see similar results across the entire data series. If there are wide discrepancies then you have an unrealistic system that will most likely fail in real time. As an added backup you should also assess the testing for statisical flat spots. Testing is about finding the most robust paremeters, not the most profitable.
 
Testing is about finding the most robust parameters

Has become more and more aparent as the journey of learning progresses.

Nick there are many books on System testing and design.

Have you come across one which is in simpler laymans terms,explaining the facets of systems design.
Kauffmann is good but heavy going.

What was your method of learning the ropes? (if you can remember back that far!)
 
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