Test results: 4 different entries + Random Exits

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Bud Fox
Contributing Member
Contributing Member
Posts: 9
Joined: Sat Aug 07, 2010 12:14 pm
Location: .de

Post by Bud Fox » Wed Mar 28, 2012 3:31 am

After accidentally stumbling over this interesting thread here I was reminded of my own random entry/exit-experiments. After all, I'm pretty sure sluggo made a mistake in his tests.

As he found out (correctly) the trading-rule-set has to overcome a certain annual growth rate just to cover transaction costs. However transaction costs always directly depend on the number of trades. So his reference test would - in my eyes - only be a valid reference if the number of trades of the following tests would at least roughly match.

In my tests I tried to create 'comparable' references for every test I made by creating random entry-random exit-tests with a comparable amount of trades. (It was a long time ago, now I would rather use a simple formula I guess.)

Please correct me if I'm wrong (or if this is so obvious that no-one found it worth mentioning...).

SilverHand
Contributor
Contributor
Posts: 1
Joined: Tue Feb 16, 2016 10:49 am

Re: Test results: 4 different entries + Random Exits

Post by SilverHand » Thu Feb 25, 2016 10:33 am

many THX ,sluggo!

Post Reply