[原创] back testing for new system

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发表于 2011-11-19 14:14 | 显示全部帖子

[原创] back testing for new system

Still need to chack all trades.

2 contracts ES for 1 year backtest result.
old system(15 min ES) back test:
19-11-2011 1-10-00 PM.png

new system(5 min ES+15 min ES) back test:
19-11-2011 1-10-48 PM.png

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发表于 2011-11-19 14:52 | 显示全部帖子

Thinking and checking

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发表于 2011-11-19 17:16 | 显示全部帖子

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......

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发表于 2011-11-19 21:45 | 显示全部帖子

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!

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发表于 2011-11-19 22:15 | 显示全部帖子

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!

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发表于 2011-11-19 22:46 | 显示全部帖子

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.

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发表于 2011-11-19 23:46 | 显示全部帖子

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

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发表于 2011-11-20 00:16 | 显示全部帖子

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。

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发表于 2011-11-20 10:51 | 显示全部帖子

Here is the backtest result for 1 year for new trading system after fixed a code problem, continue to review all trades!

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发表于 2011-11-20 11:59 | 显示全部帖子

new system back test for 4 years data, 2 contracts ES!

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发表于 2011-11-20 12:41 | 显示全部帖子

嘿嘿，很想知道，如果每个人都按此系统信号交易的话，这系统最后的结果还会如此吗？

当所有人都在「买」 ...
秋之皓月发表于 2011-11-20 11:27

是的，所以，俺不会开放系统信号给所有人，尤其是大户。目前，limit to 10 for now. And it is totally free, earn money from MM is enough. I won't earn money from little frogs...哈哈哈

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发表于 2011-11-20 12:52 | 显示全部帖子

谢谢老秋的提醒

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发表于 2011-11-20 19:17 | 显示全部帖子

刚回来！吃晚饭，然后继续review trade! 修改系统!

did someone follow my new system signal short ES last Friday?

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发表于 2011-11-21 10:44 | 显示全部帖子

still reviewing all trades, found another small problem, trying to solve it.

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发表于 2011-11-21 10:48 | 显示全部帖子

new system sent out short signal this morning! let's see how much it can catch.