here's an image - shows some testing I'm doing on the QQQ ETF
for the Bear Long sub system - you can see I have a test running on
the right - still almost 3 hr left. Hopefully I can finally finish
this one system today - been messing with it since weekend.
This is ONE sub system on one ETF - the point is, it's gonna
take a while guys to complete these -though the Bear long is a real
bitch to backtest, there's some weird complicated math in one of
the indicators that Tradestation struggles to run - puts TS on it's
knees basically, and so even small backtests can take hrs.
anyway the process I go through is pretty methodical. I test
tons of different parameters, and I do them in parts. First testing
entries, doing multiple versions. I don't just pick the ones with
the highest profits -I focus a lot of a higher profit factor and
draw down - I look at every past trade to see if there was any big
gotchas. I make multiple versions and try and decide between like
10 versions. Then I test things like hold conditions, scale ins. At
the end I have to try and pick the best version maybe out of 20
versions. It's a VERY tedious process, my brain starts to hurt and
I need to take breaks lol
Posted by mstaples37 on 17th of May 2022 at 12:54 pm
Thanks for all you are doing with the systems, Matt. This
new approach should be great, compared to having to deal with
TradeStation crashing and a lot of the trades not being handled
consistently. We all appreciate what you guys do.
otherwise I'm running systems tests
Posted by matt on 17th of May 2022 at 12:26 pm
here's an image - shows some testing I'm doing on the QQQ ETF for the Bear Long sub system - you can see I have a test running on the right - still almost 3 hr left. Hopefully I can finally finish this one system today - been messing with it since weekend. This is ONE sub system on one ETF - the point is, it's gonna take a while guys to complete these -though the Bear long is a real bitch to backtest, there's some weird complicated math in one of the indicators that Tradestation struggles to run - puts TS on it's knees basically, and so even small backtests can take hrs.
anyway the process I go through is pretty methodical. I test tons of different parameters, and I do them in parts. First testing entries, doing multiple versions. I don't just pick the ones with the highest profits -I focus a lot of a higher profit factor and draw down - I look at every past trade to see if there was any big gotchas. I make multiple versions and try and decide between like 10 versions. Then I test things like hold conditions, scale ins. At the end I have to try and pick the best version maybe out of 20 versions. It's a VERY tedious process, my brain starts to hurt and I need to take breaks lol
Thanks for all you are
Posted by mstaples37 on 17th of May 2022 at 12:54 pm
Thanks for all you are doing with the systems, Matt. This new approach should be great, compared to having to deal with TradeStation crashing and a lot of the trades not being handled consistently. We all appreciate what you guys do.
We appreciate what you do!
Posted by steverobin on 17th of May 2022 at 12:36 pm
We appreciate what you do! Take your time! The market and your members will be here.