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Another question on starting off a new sysstem live

Posted: Mon Oct 18, 2004 1:03 pm
by Chris67
Suppose you have been backtesting and now want to go live with your trading. If you have backtested over , say , 10 years would you leave these dates the same for order generation or would you , for example , set the date back 6 months from live start date in order to capture existing trades .. my point is that the 2 start dates suggested here will give you different orders / performance / open positions etc etc

Regards
Chris

Posted: Mon Oct 18, 2004 2:49 pm
by shakyamuni
Good question, Chris.

The only way to know which approach is right for your particular strategy is to do some serious testing of different approaches.

Best of luck with your new strategy!

Posted: Tue Oct 19, 2004 4:00 am
by Austrian
I think setting the date back or taking all new orders in combination with the open ones is the same thing.

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