[原创] back testing for new system

farshine

Still need to chack all trades. 2 contracts ES for 1 year backtest result.
old system(15 min ES) back test:

下载 (95.97 KB)

2011-11-19 14:14

new system(5 min ES+15 min ES) back test:

下载 (73.51 KB)

2011-11-19 14:14

Brainteaser

看来还是老的好啊。

farshine

Thinking and checking

西门吹雪

farshine

looks like just need to reduce false signal, it is enough. now I am reading all trades for new trading system compare to old trading system......

aimei

Whow
Ga Niu ah

tfmegatron

何鸿燊

似乎老系统还是好一些呢。

farshine

似乎老系统还是好一些呢。
何鸿燊 发表于 2011-11-19 20:14

new system should be better. I am checking all the trades. To see if all trades follow the correct signals!

farshine

for 4 years, backtesting almost need 20-30 minutes! I need to review the trade one by one! will try to finish it this weekend!

not4weak

回复 10# farshine

Oh, man, you are working on weekends? C#?

farshine

回复  farshine

Oh, man, you are working on weekends? C#?
not4weak 发表于 2011-11-19 21:28

not C#. Java script. Esignal use java scriot to create EFS. Code is done, but need to review all trades and change some code if needed.

farshine

found some code problem, it is due to different time frame. doing code fix and will backtest new system again!

not4weak

回复 12# farshine

给贴点CODES样本看看？

farshine

回复  farshine

给贴点CODES样本看看？
not4weak 发表于 2011-11-19 23:02

什么样本，俺贴过不少code在交易系统板块，那些系统可是都是可以运行和进行测试的。