Yamato
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In order to know if backtesting makes sense or not, let's ask ourselves a simple question - why do I think my method will work?
The simple answer is - because I think it has worked in the past.
Backtesting tells you if it has indeed worked in the past.
Now, the problem is that most of us are so bad at programming, that even a good system, once we have coded it, turns out to be unprofitable. Yet this is not a good reason to discard backtesting.
The simple answer is - because I think it has worked in the past.
Backtesting tells you if it has indeed worked in the past.
Now, the problem is that most of us are so bad at programming, that even a good system, once we have coded it, turns out to be unprofitable. Yet this is not a good reason to discard backtesting.