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John J

Veteran
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Posts: 272

Joined: 8/3/2010
Location: Leduc, AB

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Subject : RE: Questionable Backtest Results?
Posted : 6/27/2018 1:14 PM
Post #44883 - In reply to #44878
Thanks for chiming in Alan,

I went ahead and replaced the TPs used in the ATM XZones strats with the OPT Long Option (keeps it simple). I have yet to find a setting that makes it profitable in BT.

Are the historical options data reliable enough for BT? If it is, I challenge Nirvana to make the OT5 version of XZones at least as profitable as the original?
Deleting message 44883 : RE: Questionable Backtest Results?


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