Tick-by-tick and system collapse

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Viewing 2 posts - 1 through 2 (of 2 total)
  • #29302

    Hi

    I’ve recently backtested a system which initially looked very strong. However, as soon as I tested it on a tick-by-tick basis it unraveled. I was a bit surprised at the difference, as the system is based around a daily time-frame, with only one trade per day, and very little time in the market.

    I wonder if anyone else has had the same experience, and what can the lessons be when initially designing a system?

    Cheers.

    #29336

    Hi Interceptor

    If you were to post your System on here then folk might help by testing it, easier and quicker?

    I guess when you say unravelled … System went from Profit (no tick tick) to Loss under tick tick test? Or do you mean System stopped altogether?

    Cheers
    GraHal

Viewing 2 posts - 1 through 2 (of 2 total)

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