You mean automation fails always?

Automation and backtesting

So all backtestings are doomed to fail then?

Automation and backtesting

I am not sure why a system would work for a period from X to Y but when trying different periods either within X and Y or overlapping, it fails 30% percent of the time. Any one has same conclusion?

Automation and backtesting

380 out 1000 runs are negative so 40%

Automation and backtesting

Focusing on Tue only: In 100 runs: 34 were minus but in the 48 runs (where total was below 10000) we get 15. So 30% roughly. What do we get if we run 1000 times?

Automation and backtesting

Here's how to do the 100 random runs:

Automation and backtesting

More stats but these are based on the day of the week, the system would trade only Tue, Wed, Thu. For 15 years: Tue,3469.16,Wed,2707.15,Thu,917.55 For 100 runs (random start date, random end date):

Automation and backtesting

Thanks for the input. I guess it depends on the strategy some have few trades a day other have few trades a week. For 15 years I had roughly 800 trades. The other part of your reply. Yes that is exactly my point, backtesting will never have an ...

Automation and backtesting

For my backtesting my dataset is 15 years. The system generated roughly 3000 pips from 7000 pips range. Once completed, I ran 100 random test (random start date and random end date from within the 15 years). Out of the 100 runs, 20 runs were ...

Automation and backtesting

How do you define X for forward testing? Is it 20,100 or 1000? Many would say 100 trades but where the 100 came from? What if fails by X and succeeded by X-Y or X+Y? Even more interestingly what if it succeeded by X and failed by X+Y?

Automation and backtesting

Okay 4 MM 1- MM only 2% (min run was 3698.65 max 37340.82) 2- MM 2% reduced when above 10000 (min 9461.97 max 10845.11) 3- MM 2% reduced when below 10000 (min 6623.54 max 16481.01) 4- MM 2% reduced when above and below 10000 (min 6868.08 max ...

Automation and backtesting

Thanks for the steps and input, yes I agree with trying the system with small account That is my next step. I'm not trying to fit curve the system otherwise I wouldn't be doing 100 runs on random periods. I'm just trying to see if I am missing ...

Automation and backtesting

What I am trying to get my head around, is why results varies when periods are sub part of the main period that is 15 years. It's amazing the relation between money and pips, you can have negative pips and almost double the account or positive pips ...

Automation and backtesting

So here's a random 100 runs (random start date and random end date from 15 years data) and based on 10000 account with 2% risk [money 9907.01] [pips: 0.0054] [trades: 353] [max loss: 7] [win% 0.23] [money 5277.57] [pips: 0.0035] [trades: 908] [max ...

Automation and backtesting

So far so good, based on the duration date 1 to date 2, I get a positive pips. Here's the problem Let's assume the period I am using is 15 years, I try to test random periods that is random start date and random end day within the 15 years (for ...

Automation and backtesting

I'm not sure how important overnight rates are? It's strange no one mentions them on forexfactory...

My Silver journal

I'd like to journal but hate spreadsheets so here is my journal: Date Overnight rate Open Time Buy/sell PL Took it Reason

My Silver journal

Detailed plan... One setup One pair gbpusd Only one trade open 7am to 7pm 1:1 r:r If first trade wins that's it for the day If it fails wait next setup Only first setup. No continuation trades 2%mm

My Silver journal

Third attempt. One pair one setup one rr

My Silver journal