- Joined
- 14 May 2013
- Posts
- 309
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- 274
Once again thanks for the suggestions guys
Just an update since when I first posted. ( I feel as though I have learnt something since then!
I have read a few different books since i first posted this (including Daveys book suggested by boggo).
I have bit more understanding of back testing and the type of testing depends on the data your have and your strategy.
Wysiwyg i do something similar to what you suggest for screening entry signals and exit signals.
I also do it in a automated way by assessing the performance of a specific entry combined with exit at specific time periods or random exits. (similar for exits). I also am comparing my entry/exit performance to random strategy.
I've been struggling to find exit strategies which work better than simple stop loss strategy.
However I have taken a break from testing ideas to work on my programming skills. In particular learning python for data science at the moment. (Not sure that I will use it for trading strategies in the forseeable future but I did want to update my python knowledge).
Just an update since when I first posted. ( I feel as though I have learnt something since then!
I have read a few different books since i first posted this (including Daveys book suggested by boggo).
I have bit more understanding of back testing and the type of testing depends on the data your have and your strategy.
Wysiwyg i do something similar to what you suggest for screening entry signals and exit signals.
I also do it in a automated way by assessing the performance of a specific entry combined with exit at specific time periods or random exits. (similar for exits). I also am comparing my entry/exit performance to random strategy.
I've been struggling to find exit strategies which work better than simple stop loss strategy.
However I have taken a break from testing ideas to work on my programming skills. In particular learning python for data science at the moment. (Not sure that I will use it for trading strategies in the forseeable future but I did want to update my python knowledge).