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Direct MessagesDate/Time: Tue, 16 Apr 2024 07:11:57 +0000
[User Discussion] - Back Testing Question
View Count: 1175
| [2013-08-28 18:07:47] |
| Richard Reyes - Posts: 98 |
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I am doing back testing on an automated trading system using Excel in a spreadsheet configuration using a 5 year time period. I watch the chart as it goes through the back testing procedureand and I notice that the majority of the profits (80%) are always generated in the first half of the backtesting, about the first 30 months. The second half of the back testing (about 30 months), may only generate about an additional 20% of the overall profits even though it is 50% of the back testing time period. This happend over and over no matter the currency pairs being back tested. Is this normal or is something wrong? Many Thsnks
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| [2013-09-03 17:17:40] |
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This is an impossible question for us to answer. It requires very in depth analysis of what you are doing and this is outside the scope of our support.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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