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More than SO very true. Super whammy SO very absolutely true.
Jimmy
Wednesday, October 20, 2004, 12:13:36 PM, you wrote:
mb> SO very true.
mb> thanks for the thoughts Jack.
mb> mike ball
mb> --- jack zaner <jzaner@xxxxxxxxxxxx> wrote:
>> Sometimes you have to pay a bit for the truth. One
>> cannot experience all
>> the twists and turns of actual trading even by
>> thorough backtesting alone.
>> Your problem is especially difficult be cause it
>> lies in the execution area,
>> which TS barely addresses. You may have to dip your
>> toe in the water with a
>> small amount of money and give her a whirl. Until
>> then, all you've got are
>> educated guesses- - -which is all any of us have
>> with simulation.
>> Regards, Jack.
>> ----- Original Message -----
>> From: "Sudhir Menon" <sdhrmenon@xxxxxxxxx>
>> To: <omega-list@xxxxxxxxxx>
>> Sent: Wednesday, October 20, 2004 4:20 AM
>> Subject: Re: Backtest ideas ?
>>
>>
>> > Hi all,
>> >
>> > First of all thanks for your inputs on my
>> question.
>> > Here is something I will like to add to this.
>> >
>> > The forex strategy I am working is primarily
>> for
>> > Scalping which runs on 15 min bar. Since it is for
>> > scalping I dont want to put generic slippage of 1
>> tick
>> > or two ticks. (If I add that then my system will
>> > become unprofitable ) I want system to calculate
>> > prices for entry and exit and want to stick to it.
>> >
>> > Now as I explained there are cases where price
>> is
>> > reached but maybe only one cntract is traded and
>> in
>> > backtest I am shown as possible fill but that may
>> not
>> > happen in reality. So I want to test in such a way
>> > that at exit if 1 pip is crossed over I presume I
>> got
>> > that exit price else I presume I did not get the
>> price
>> > and try to exit on next bar.
>> >
>> > Once I know how to test this I will do two
>> tests
>> > one in a normal way - without any cross over (
>> Which
>> > shows good profit now ) and one in a way I am
>> > searching - i.e. by checking the actual high or
>> low
>> > crossed over atleast by one pip. If this system
>> also
>> > shows profit then my reasoning is that the profit
>> I
>> > can expect is the airthmatic average of both
>> above.
>> >
>> > Does that make sense ?
>> >
>> > Regards,
>> >
>> > Sudhir
>> >
>> >
>> >
>> >
>>
>>
--
Best regards,
Jimmy mailto:jhsnowden@xxxxxxxxxxxxx
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