Backtest limitations

Ronny · Tue, 10 Apr 2018 19:26:23 +0000

I’m having a hard time figuring out the limitations of backtesting with PRT. In this strategy, https://www.prorealcode.com/prorealtime-trading-strategies/forex-bounce-code/, a comment from Wilko mentions some shortcomings to the backtest. And it’s not hard, looking at the results that this is the case. I can see that all of the 0-bar, 1-bar and 2-bar trades are profitable. Even with the tick-by-tick. To have a reasonable result, do we need to stay away from limit and stop orders?

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04/10/2018 at 8:26 PM #67954

Ronny

I’m having a hard time figuring out the limitations of backtesting with PRT.

In this strategy, https://www.prorealcode.com/prorealtime-trading-strategies/forex-bounce-code/, a comment from Wilko mentions some shortcomings to the backtest. And it’s not hard, looking at the results that this is the case. I can see that all of the 0-bar, 1-bar and 2-bar trades are profitable. Even with the tick-by-tick. To have a reasonable result, do we need to stay away from limit and stop orders?

Ronny
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