Don't want to spoil the party but ...
I've been collecting more backdata, mainly since 20th Feb when JT's ran out (actually been tracking one of his other freebies since then, both on spreadsheet with backdata and CS simulation account and getting total correlation), and since 20th Feb it's only netted another 180 points.
It seems that this period, start of Jan-20th Feb works really really well for all of Jonny's strategies, but certainly this one and the other I've been looking at (think it's called "is this one spot on?") seem to go off the boil a bit since then. In fact, if you split the results of this strategy into months it goes Jan 452, Feb 267, March (1st half)115.
Don't know what this means, but the other strat. seems to fail completely when I look at Dec03's data (which interestingly, if you look at a chart of daily candlesticks, is almost a straight line line upward trend all month!). I've put 1min daily backdata together twice now (what a flippin' tedious job that was!) and still am not getting the returns from early this year. There just don't seem to be enough hours in the day for me!
Has anyone else done any more extensive backtesting?
Has anyone got a good set of 1min or maybe 5min data that we could all share for backtesting and drawing out these relatively simply and potentially lucrative strategies?
Could we co-ordinate some analysis here, instead of all doing it separately? Surely that's one of the advantages of this kind of forum?
I fear we may be lulled into a false sense of security with that 6 weeks of data ...
I've been collecting more backdata, mainly since 20th Feb when JT's ran out (actually been tracking one of his other freebies since then, both on spreadsheet with backdata and CS simulation account and getting total correlation), and since 20th Feb it's only netted another 180 points.
It seems that this period, start of Jan-20th Feb works really really well for all of Jonny's strategies, but certainly this one and the other I've been looking at (think it's called "is this one spot on?") seem to go off the boil a bit since then. In fact, if you split the results of this strategy into months it goes Jan 452, Feb 267, March (1st half)115.
Don't know what this means, but the other strat. seems to fail completely when I look at Dec03's data (which interestingly, if you look at a chart of daily candlesticks, is almost a straight line line upward trend all month!). I've put 1min daily backdata together twice now (what a flippin' tedious job that was!) and still am not getting the returns from early this year. There just don't seem to be enough hours in the day for me!
Has anyone else done any more extensive backtesting?
Has anyone got a good set of 1min or maybe 5min data that we could all share for backtesting and drawing out these relatively simply and potentially lucrative strategies?
Could we co-ordinate some analysis here, instead of all doing it separately? Surely that's one of the advantages of this kind of forum?
I fear we may be lulled into a false sense of security with that 6 weeks of data ...
