Avoid making this backtesting mistake (90% does this)

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  • เผยแพร่เมื่อ 1 ม.ค. 2025

ความคิดเห็น • 11

  • @papaney1
    @papaney1 2 ปีที่แล้ว +3

    I did something similar and was referring to it as "walk backward" optimization. It checks performance on out of sample data and I don't need to redo the optimization to trade it live.

  • @ralphbarten2342
    @ralphbarten2342 ปีที่แล้ว

    Great content! I feel like this is the part where most people go wrong and it's all psychology. You see a result of 700% in 2 years and you don't "want" to change it so it also works on the out of sample data. This is hard, but you have to. Better to have a consistent strategy with 50% annually than a strategy that made 700% in 2 years, but crashed in the years before that.

  • @leonjbr
    @leonjbr 2 ปีที่แล้ว

    Very nice video. I will follow your tip.

  • @amanchaure5584
    @amanchaure5584 ปีที่แล้ว +1

    Over fitted backtest
    Slippage cost
    Transaction cost
    Three biggest enemies of any quant Trader.

  • @Tabu11211
    @Tabu11211 2 ปีที่แล้ว

    Thanks for having me for today's video haha

  • @yuenkelvin544
    @yuenkelvin544 2 ปีที่แล้ว

    thanks for sharing👍👍👍👍👍

  • @sannekaribo4253
    @sannekaribo4253 2 ปีที่แล้ว

    Subscribed
    This video showed me my mistake..
    Made 3x

  • @TheAnbyrley
    @TheAnbyrley 2 ปีที่แล้ว

    This is great advice.

  • @nadamson14
    @nadamson14 2 ปีที่แล้ว

    Why you don't have more views is a mystery

    • @djylk1106
      @djylk1106 ปีที่แล้ว +1

      Because less people use algorithms :D

  • @sunfield009
    @sunfield009 ปีที่แล้ว

    WHO CARES ABOUT STOCKS? PLEASE TALK about FOREX TRADING AND SELLING STOP LOSS HUNTING STRATEGIES PLEASE. TALK ABOUT FOREX TRADING SELLING/SHORT BOSS! AND TALK SLOWLY , VERY SLOWLY....MAKE INNOVATIVE VIDEOS ALSO, DONT MAKE WHICH WE ALREADY KNOW AND DONT CLAIM MEGALOMANIAC EARNINGS Which sound very Fake, I think You people make more money on youtube than your Own Trading....lol....I have seen so many videos which claim success but they are all tailor made examples,,,,, TALK ABOUT FOREX SELLING STRATEGY WITH RESPECT TO STOP LOSS HUNTING....