Quote:
Originally Posted by 1ka  JB,
I'm not sure that we can do the 'scientific' analysis on this, primarily because the opening and closing of trades is done on a tick-by-tick basis, not when a new bar opens. We know that this means back-testing results may not be replicated when forward-testing.
What could be possible is to set up pending buy and sell trades that are used to trigger trades. These would be more 'repeatable', and could actually increase profit as we are opening a trade at a potentially 'higher' point in the trend, rather than at the bottom of the trend range. (Sorry if that makes no sense, I probably need to draw this  )
I'll think about this over the next week and see if it's possible. |
hi 1ka,
I notice you say that this is the way it is doing trades now, tick-by-tick, but that doesn't mean it couldn't be done logic-wise so that it is based on static C(-1) when C(0) is finished being formed??? You just lockk-in the decisuion of a trade or close a trade from dynamic tick-valued TAs and prior dynamic decisions from such, "hurrah scientific", LOL
It would be behooving and interesting to do this way so back-test optimization is correct and valuable (to make my appealing speech
)
I know if Invis wasn't done this way it would've been all hopeless to find parameters "in the dark", inestimable value.
It also makes the optimization go faster thru wider range of parameters because "Opening of bar price" is selected.
jb