Tänk på detta när du skall ”backtesta” ditt tradingsystem historiskt

By 18 november, 2011Blogg

With computers as powerful as they are today it is easy to optimize a trading system causing it to look exceptional, but an optimized trading system is not a reliable trading system. Just simply because a trader can train a computer to have 20/20 hindsight does not mean that future performance will be anything like the past.

The primary problem with optimizing past performance is that markets change. A low-volatility market suddenly becomes a high-volatility market. A market prone to trends becomes a choppy directionless market or, a market that previously had high leverage becomes a market with low leverage. The list is endless………………

viaTrading Systems That Work | Relativity Trading System.