NinjaTrader Strategies - Mechanical Trading General Discussions - Ask general questions, post charts and videos - backtesting, optmisation and strategy anlyasis
28/12/2009 21:58:04
Tom Leeson
Administrator
Posts: 661
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" What I am concerned about is that I have been using an automated trading system from a competitor , that had spectacular results (using ...."
http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html
http://www.micro-trends.co.uk/trading/mechanical-trading.aspx
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MicroTrends tom
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28/12/2009 21:55:06
Tom Leeson
Administrator
Posts: 661
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What I am concerned about is that I have been using an automated trading system from a competitor , that had spectacular results (using range bars) starting September 1st. After I digged deeper I discovered that a pro-trader in chat room was able to produce a back test for May - August, wich showed disasterous results - it was a real wake up call. Also their results were bases on historicaly refreshed charts, which were qite diferent from real tile trading in SIM I took. For the month of November & December, the refreshed charts showed a profit of $5000, but the realtime SIM trades I took amounted to a loss of $1000 (that is a diference of $6000 between historical charts and real time data tradng.
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MicroTrends tom
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