Alan Faris Member  Posts: 38 Joined: 10/11/2012 Location: Los Angeles, CA  User Profile | There is another form of strategy testing which there is definitely interest in the community. I went back thru the manuals for the last decade of plug ins and found the strategies which were identified as trending, breakout, swing etc. When I tested these strategies I often found them to be more profitable at a trade behavior other than previously thought. You can do this by eyeball and by clicking on the trade exit and checking it's return. If you can define ex-post (after the fact) that a trade had a certain behavior then you could determine a strategies performance for each trade type. You could then find the best strategies for each trade type. I have SDK software which displays the performance of each strategy in the profile over the last 6 weeks. The results are displayed on a percent scale with all strategies normalized at zero on the left side. It's pretty obvious which strategies should be used currently. Alan Faris | |
