Another question on starting off a new sysstem live

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.
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Roundtable Knight
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Another question on starting off a new sysstem live

Post by Chris67 » Mon Oct 18, 2004 1:03 pm

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


Roundtable Knight
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Post by shakyamuni » Mon Oct 18, 2004 2:49 pm

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!
Last edited by shakyamuni on Sat Jan 08, 2005 5:06 pm, edited 3 times in total.

Roundtable Knight
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Post by Austrian » Tue Oct 19, 2004 4:00 am

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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