JTrader
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If you have a mechanical trading system that you backtest & perhaps optimise in TS8.3, metatrader, ninjatrader, metastock etc. there are 3 possibilities when you trade the system live -
1. forward test results will be less profitable than backtest results.
2. forward test results will be more profitable than backtest results.
3. forward test results will be about equally as profitable as backtest results.
If you trade/have traded mechanically, how have your backtest & forward test results compared, and what factors do you think influenced the similarity/difference between your BT & FT results.
Thanks.
1. forward test results will be less profitable than backtest results.
2. forward test results will be more profitable than backtest results.
3. forward test results will be about equally as profitable as backtest results.
If you trade/have traded mechanically, how have your backtest & forward test results compared, and what factors do you think influenced the similarity/difference between your BT & FT results.
Thanks.