Category Archives for System Development

Are your backtest results fooling you?

Fool

Have you ever started trading a strategy that performs well in the backtests but delivers a very different result when you begin trading it with real money?Could your backtest reports be fooling you by indicating a strategy is great but really only showing you part of the overall picture?How do you give yourself a better chance of developing […]

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Two Swing Trade Systems – Part 2

Yesterday I discussed two swing-trade systems that work pretty well in out-of-sample data. While each works differently, they overlap enough that you don’t get any benefit from running them both at the same time. One great thing about these two systems is that they’re dead simple to manage. Trade at the open or the close, […]

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Discover Best Trading Rules with Perceptron Search

Every system developer has a list of rules and indicators that they want to test out. The problem every developer faces is narrowing down that list of rules and indicators to the select few that are best worth focusing on. A quite similar and related problem that every developer has to deal with is having […]

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System Performance and Confidence Interval

When you review the performance of a trading model, how do you know it’s worth trading for? How do you know it’s the right system for you? How confident are you that it will continue to profit in the future? When it comes to evaluating your trading model there are many factors to take into […]

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