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lorddave
12-03-2008, 02:12 AM
Hey guys,
Figured I would start my own thread for these results, I left my PC churning through backtests today, testing differant PeriodMA settings.
Balance: $100
LRR: 4%
Max Trades: 1
AAA: 20
BBB: 8
TP: 20
PeriodMA: 10 - 100 Incrimenting by 1 each time (91 passes total)

Enjoy!
lorddave
12-03-2008, 02:15 PM
Taking the best settings from the PeriodMA test (PeriodMA 34), I ran 29 more tests with differant TP's Starting at 10 and moving up to 150 (Incriments of 5).

Looks like TP 20 pulls in the highest profit, but the drawdowns with 10 and 15 are much more forgiving.
lorddave
12-03-2008, 02:18 PM
Next batch. Changing the TP to 40, but setting a trailing stop, starting at 1 and going up to 20. Should take about 3 hours...
lorddave
12-03-2008, 05:17 PM
Heres the next batch.
Same settings as above, MA34 ect ect. But with a TP of 40 and a trailing stop between 1 and 20
Big Toe
12-03-2008, 06:55 PM
What time period are you testing from on these LD
lorddave
12-03-2008, 07:09 PM
01/01/2008 to 02/12/2008 (Thats December you crazy yanks, not Feburary ;) ) 5m Timeframe, 90% modeling quality.
Big Toe
12-03-2008, 07:32 PM
Heres a question for you LD. When you are testing some kind of strategy, dont you think is is wise to test that strategy in multiple time periods? I see a lot of people in this forum do all kinds of great work backtesting and they get a strategy that does incredible in 2008. Then I take those settings and run them in 2006 and it blows out. Then I backtest the settings for 2007 and they blow out.
I guess what I'm saying is I think we need to be real careful that we are not backtesting in order to get a great setting just for 2008.
I have been backtesting to find settings that will work in all of the last 3 years. No one can predict what 2009 will be like.
lorddave
12-03-2008, 07:43 PM
Yep I certainly agree mate, but for my own sanity running 91 passes just on 2008's data took over 10 hours, if I had to triple the Time period.... ewwww
Big Toe
12-03-2008, 07:51 PM
Yep I certainly agree mate, but for my own sanity running 91 passes just on 2008's data took over 10 hours, if I had to triple the Time period.... ewwww

I understand...no worries