miketranz
969 posts
msg #139506
- Ignore miketranz
modified |
11/26/2017 8:19:33 AM
Can anyone tell me what the win ratio is back testing 12 month period,7 day hold period.Thanks,Miketranz...
|
Lapre506
48 posts
msg #139523
- Ignore Lapre506 |
11/27/2017 9:14:29 AM
I don't have the means to backtest 12 months but I do find this approach to finding pullbacks interesting. Just clicking back on the filter over the past month looks like it produces alot of winners. I manually backtest my filters 2 months in excel before I trade them live and I'm thinking about giving this approach a go. I'll let you know what I find.
|
compound_gains
222 posts
msg #139527
- Ignore compound_gains |
11/27/2017 12:11:29 PM
It's a manual thing you can do yourself. And how do you define what a "win" is? And are you buying on the trigger day close or the next morning?
|
miketranz
969 posts
msg #139533
- Ignore miketranz
modified |
11/27/2017 9:39:08 PM
Buy the next morning,hold for 5-7 days,what percent of the time would this filter produce a positive result? Basically if I executed 10 trades,if 8 traded in positive territory,that would be 80%.I noticed this filter works best when the market in general sells off hard.Nov 15 would be a good example.Thanks,appreciate the help.Miketranz...
|