Checking live performance

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.
Post Reply
LeviF
Roundtable Knight
Roundtable Knight
Posts: 1428
Joined: Mon Dec 22, 2003 12:24 pm
Location: Des Moines, IA
Contact:

Checking live performance

Post by LeviF » Tue Jun 24, 2008 9:04 am

I have been live for 52 bars. To see if my realized results were in line with expected results, I ran 3400 tests, incrementing the start day by 1 bar, running for 52 bars. The results appear encouraging, but is this sort of test meaningful?
Attachments
results.JPG
results.JPG (9.31 KiB) Viewed 2575 times

Michael
Senior Member
Senior Member
Posts: 31
Joined: Wed Dec 31, 1969 7:00 pm
Location: Vienna

Post by Michael » Tue Jun 24, 2008 10:18 am

:)
But watch out! Things that look to good to be true are normaly to good to be true. Do not get to excited.

Eric Winchell
Senior Member
Senior Member
Posts: 38
Joined: Wed May 28, 2003 2:17 am

Post by Eric Winchell » Tue Jun 24, 2008 10:49 am

http://www.youtube.com/watch?v=5ZT_nrrpe8c

Don't get any big ideas
They're not gonna happen
You paint your smile
And fill the holes
There'll be something missing
Just when you found it
It's gone
Just when you feel it
You don't
It's gone forever

She stands stark naked
And she beckons you to bed
Don't go, you'll only want
To come back again

So don't get any big ideas
They're not gonna happen
You'll go to Hell
For what your
Dirty mind is thinking

And now that you found it
It's gone
Now that you feel it
You don't
It's gone forever

Post Reply