Monday, October 03, 2005

Getting somewhere...


+132 instead of -44, results looking better, but for 10 days, that’s 13 ticks/day on average...Nothing to really write home about, still a start for an automatic system. Users of my homework spreadsheet might find the above sheet familiar. Yes, instead of a simple list, I have now added the homework spreadsheet layout into the backtesting module. Why? Because I did not like to do hundreds of trial runs until by chance I would finally find one, which fit the data. No, it’s a lot better to get more information from just 1 run. The system sofar tells me nothing really new: Letting my profits run gives the best results overall. But we already knew that! Just the realtime implementation is so damned difficult. I have one additional idea for the backtest module before I will release it as part of my Futures-Trader program. So stay tuned for the next update.