Strategy testing - Aussie Stock Forums

Results 1 to 4 of 4
  1. #1

    Lightbulb Strategy testing

    ...In the eye of our every-busy lifestyles, I was wondering if anyone would be interested in a sort of strategy-testing service whereby you can send in your 'hypothesis' and it could be back/forward tested for you. It would be free, and obviously details would be kept highly confidential. I happen to have some time on my hands atm and want to start playing with a testing-framework and some models / ideas for trading strategies. Particularly portfolio-type strategies (e.g. statarb, etc) would be interesting.

    If anyone has any thoughts on this (please keep it polite) perhaps we can have a constructive thread here with some positive outcomes!


  2. #2
    shaun Kryzz's Avatar
    Join Date
    May 2008

    Default Re: Strategy testing


    The link above is a good start. You can send in your 'ideas', and have code written in to amibroker for you, have never used the service before, but saw the link floating around ASF a while back and think it had positive reviews. (again, only for use in amibroker)

    Check out my live $5k FX blog: http://shaunsfxtrading.blogspot.com.au/

  3. #3
    white swans need love too Timmy's Avatar
    Join Date
    Sep 2007
    Between the lines

    Default Re: Strategy testing

    trader47, what would you be using to do this, amibroker, metastock/tradesim, or some other?
    The contents of this post were tested, ruthlessly, on small, cute, furry animals. Most of them were fatally harmed. Hence, if this post causes irritation, please discontinue reading immediately.

  4. #4

    Default Re: Strategy testing

    I have something I would like tested for the forex markets. Not so much a strategy but part of a concept. I have had conflicting results from my google searches and dont have the computing skillz to code it myself.

    I would like to know the statistical reliability (%) of the engulfing pattern for reaching 1:1+ return with stop placed at the bottom of the engulfing candle. (I can draw a pretty picture if anybody is interested.) Tested on the eur/usd, usd/jpy, gbp/usd and usd/chf. From between the times 600GMT - 2000GMT. Time frames 5min, 10min, 15min, 30min and 1hour.

    I also have another more advanced concept I would like to try but I would be very appreciative if I could get this one tested or find out how one would go about testing it with limited coding skillz. Cheers!

Similar Threads

  1. Out of sample/Forward testing?
    By anthon in forum Trading Strategies/Systems
    Replies: 7
    Last Post: 2nd-January-2010, 06:36 AM
  2. SMSF: Investment strategy
    By yonnie in forum Medium/Long Term Investing
    Replies: 8
    Last Post: 27th-December-2009, 04:05 PM
  3. Sell Puts: is my strategy ok?
    By Smallprofits in forum Derivatives
    Replies: 26
    Last Post: 10th-January-2009, 01:52 PM
  4. The protected Income Strategy
    By stuart.mcclure in forum Trading Strategies/Systems
    Replies: 5
    Last Post: 19th-October-2008, 08:25 AM
  5. Straddle the Safest Strategy?
    By wayneL in forum Derivatives
    Replies: 0
    Last Post: 24th-January-2008, 12:06 AM


Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
Aussie Stock Forums