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Tech what level of drawdown was acceptable (after system testing) to achieve the 22-28% return?I recall initial drawdown was on the system was about 12%.What was the maximum MaxDD for techtrader during system trading?Tech i recall you saying you tested the system between 1993-2001. And you started forward testing the system in realtime in 2002? So in your first year you mustve had quite a shock and sitting on pretty significant drawdowns yeh?Just a bit more to add (generally not in response to tech)Survivorship bias and indices makeup are issues raised in this thread but like i said thats to do with your data provider. They should take care of this.I think a (more) major problem with systems design and backtesting is curve-fitting. To avoid this we can forward test the system. Ie. Design/Test a system between 1992-1999 and then run it over the years 1999-2006, for example.
Tech what level of drawdown was acceptable (after system testing) to achieve the 22-28% return?
I recall initial drawdown was on the system was about 12%.
What was the maximum MaxDD for techtrader during system trading?
Tech i recall you saying you tested the system between 1993-2001. And you started forward testing the system in realtime in 2002? So in your first year you mustve had quite a shock and sitting on pretty significant drawdowns yeh?
Just a bit more to add (generally not in response to tech)
Survivorship bias and indices makeup are issues raised in this thread but like i said thats to do with your data provider. They should take care of this.
I think a (more) major problem with systems design and backtesting is curve-fitting. To avoid this we can forward test the system. Ie. Design/Test a system between 1992-1999 and then run it over the years 1999-2006, for example.
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