Couldn't find any posts related to this. If there are threads related to this just let me know..
It's easy to test a gazillion parameters with TB. Any suggestions on the best way to track/process the results? For instance, using a spreadsheet the shows the system, parameter settings, date range, etc.?
Suggestions on the backtesting process
Yes, I saw that, thank you.
Was just reading a post by AFJ about how dramatically the results can change just by changing one parameter such as earn interest from on to off. That's exactly what I've experienced. Being a nube, the the fact that there are so many parameters that can have an impact and distort the results is sobering. The result is that I have to dig into the details and spreadsheets to try to verify what is happening. Not a lot of fun for my personality type, but necessary and it insures that I understand how the system operates.
Was just reading a post by AFJ about how dramatically the results can change just by changing one parameter such as earn interest from on to off. That's exactly what I've experienced. Being a nube, the the fact that there are so many parameters that can have an impact and distort the results is sobering. The result is that I have to dig into the details and spreadsheets to try to verify what is happening. Not a lot of fun for my personality type, but necessary and it insures that I understand how the system operates.
-
- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
- Location: London
- Contact:
I was not saying that in the case of the substitute Turtle system that it was the impact of interest/non interest which made the difference. Nor indeed the ranking in which the orders were presented to the risk manager. Nor am I trying to frighten anyone or put them off. See a post I have just made on CSI data changes. I am merely saying that it is very easy indeed to fool oneself with back-testing and that as the years go by I realise with ever greater clarity why there is such a difference between back testing and reality.Bounty wrote:Yes, I saw that, thank you.
Was just reading a post by AFJ about how dramatically the results can change just by changing one parameter such as earn interest from on to off. That's exactly what I've experienced. Being a nube, the the fact that there are so many parameters that can have an impact and distort the results is sobering. The result is that I have to dig into the details and spreadsheets to try to verify what is happening. Not a lot of fun for my personality type, but necessary and it insures that I understand how the system operates.
I'm not trashing the game, I'm not trashing back testing. But you know that old adage about it taking a decade to become a doctor? Well, its true. I continue to make dumb mistakes and hopefully learn from them.