OmniTrader Forum - OptionTrader
Questionable Backtest Results?

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John J

Posts: 272

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

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Subject : Questionable Backtest Results?
Posted : 6/25/2018 5:38 PM
Post #44877

Hi Barry,

I did purchase OptionTrader 5, and I'm still contemplating upgrading to OMG. However, I wanted to see if I could replicate some of the results from the OMG presentation, using all the tools I already have in the toolshed.

So far the BT results have been miserable on otherwise profitable stock strats, even after tweaking a lot of parameters in several option TPs. Is there something I'm missing here?
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AlanD

Posts: 35

Joined: 12/1/2006
Location: Waipio, Hawaii

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Subject : RE: Questionable Backtest Results?
Posted : 6/26/2018 1:41 PM
Post #44878 - In reply to #44877

John,

I think you bring up a good point. I have been testing with OT5 also and while the results tend to be consistent with what have been posted in the canned profile, when I expand on the list of optional stocks to equity curve, while significantly hire, gets so volatile, it isn't anything I would want to trade. Which makes me wonder, was the list of optional stocks chosen cherry picked to provide descent equity curves as advertised? I think I would be a little disappointed if that were the case. I wonder what criteria was used in selecting the stocks provided in the profile.

Alan
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John J

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?


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