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SoniQ BOOM, gotta backtest before progressing

Published:

I probably need to work up a whole new sheet to backtest, also need to reduce the recalculation time, gotta figure that one out yet... :-(

Entry #89

Comments

1.
Comment by hareless - December 13, 2005, 1:18 am
ok, dying to ask.......how the hECK do you backtest.....
that word is going to drive me insane.
oh, wait. im there.
2.
hypersoniqComment by hypersoniq - December 13, 2005, 5:41 am
backtesting means taking the system in question and applying it to all previous draws to see how well it did over time. the tricky part is to make sure it only includes information that you would have had prior to each draw, I wouldn't have had 18 years worth of PA daily number data back in the 80's...

to survive backtesting is simple, calculate dollars spent playing the system... calculate dollars "won"... if the winnings are greater than the cost of playing the system, then it passes the test.

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