Support Board
Date/Time: Tue, 26 Nov 2024 13:52:40 +0000
Post From: speed backtesting raffect reliability
| [2023-02-05 00:12:28] |
| User719206 - Posts: 93 |
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in fact i need to do some replay to find the alert condition , i target a pattern . I'm able to reconise it with my spreadsheet trading system. I know what are the factor wich make it more profitable , each time a trade is trigered , i collect something like 10 data that i send in text tag ,to analyse it in excell with pivot table and logisitc regression. it allow me to find conditions that work well, but it's really seasonal (really profitable 3 weeks , and loosing durind 2 weeks ect , so it's trading nothing new) , I think that the context can allow me to understand better , this is why i want to leaked each trend , and collect the data from each of them for each trade to cross with this data too , and make logistic regression and try machine learning.(and it askig a huge amount of data) this plan is supposed to give me a more or less reliable estimation of the percentage that the trade will be winning ,i compare it with the risk reward to know if the probabilitys are with me. It's just a tools who give me an indication. I use VBP to tag the last 300 bar and know where the different POCs are essentialy , so I dont need tick by tick data ,the younger poc in my chart is 30 bar.The 18 vbp study are not really the probleme I think, when I run backetest without the spreadsheet is verry fast. the probleme is this sprendsheet with his 24 column and 300 rows, and all this unoptimized formula,(sometime the time calculation for it is more than 400 ms) I supose I should code a custom study with acsil, but I dont code. Maybe I have to make code it by someone, accepted it's impossible and forget this context data or be verry patient to collect it and make it with this verry slow replay. Date Time Of Last Edit: 2023-02-05 02:45:57
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