BackTest Results vs Forward testing

New comment
 

Hi All,

I wanted to ask what some of you are getting results in Backtest. What results in backtest do you consider are good, and are enough to start forward testing?

Thanks

Pascal

 

This type of topic is repeated so many times.

Backtests only prove that an EA can be profitable for the symbol, period and timeframe that was tested.

 
Keith Watford:

This type of topic is repeated so many times.

Backtests only prove that an EA can be profitable for the symbol, period and timeframe that was tested.

ok thanks Keith. How long do you think forward testing on a demo account should be done before live testing? certain number of trades, period, market conditoins? etc

 
Passso:

ok thanks Keith. How long do you think forward testing on a demo account should be done before live testing? certain number of trades, period, market conditoins? etc

It is only my opinion, but I think that it should be tested for at least 100 trades and preferably 200.

 
This is individual for everyone. I backtest with the highest quality tickdata for at least 6 years, then demo for long enough (few months) till i see the demo trades match the backtest trades (backtest again for that period and compare)

You have to feel confident before you go live, and this is a method to do it.
 
Keith Watford:

It is only my opinion, but I think that it should be tested for at least 100 trades and preferably 200.

thank you so much that helps set some guidelines for me.

 
Stefan Kueffner:
This is individual for everyone. I backtest with the highest quality tickdata for at least 6 years, then demo for long enough (few months) till i see the demo trades match the backtest trades (backtest again for that period and compare)

You have to feel confident before you go live, and this is a method to do it.

thank you Stefan. Ive done backtests for 5 years but rely more heavily on the last 12 months - trying to avoid 'curve fitting' in optimizaiton. Ive started Demo testing recently so wanted an idea of how that should be approached and how long for. Thanks for your input.

I hope your results on Demo were successful.

New comment
Reason: