Support Board
Date/Time: Tue, 26 Nov 2024 13:19:45 +0000
Post From: speed backtesting raffect reliability
| [2023-02-05 03:14:02] |
| User61168 - Posts: 403 |
|
24 column and 300 rows,
I understand where you are in this journey. I have no experience with spreadsheet trading. Seems you need to reduce the 300 row count to improve the CPU cycles involved in look-back. 400ms is too much to process at every tick.I have gone thru the journey of over-complication to over-simplification so I feel your pain and the associated complexities of trying to improve winrate etc. In my experience, optimizing or adding more filters via excel based analysis has not yielded in too much success unless 1) you are exporting tick data into excel and running pivots at the granular level-it would be too much for excel to handle so I gave up on this route 2) your entries/exits are based on OHLC data. Also, watch for repainting of current bar and associated indicators when using non-time based chart type. Your analysis in excel may not account for such hidden scenarios A better alternative (again, based on my experience) is to focus on simple filters like time of day, day of week, stop trading when profit/loss is met etc and if the results are still not favorable, scrap this strategy or add a new strategy to counteract the losses from the 1st strategy. Example: if strategy one is trend following and losses pile up, add a second mean-reversion strategy to prevent or slow down the drawdown. p.s you might want to move this thread to user discussion and get feedback/help from others. |