Why the awesome results you're seeing in your backtest may break your heart in the future
Yep - I like to tell people they can do whatever stupid thing they want as long as they take 1% of what they thought they would trade and use that instead.
This a great sister article to my recent post on back-testing and back-testing systems! https://thealgorithmicadvantage.substack.com/p/battle-of-the-back-testers : )
Yep - I like to tell people they can do whatever stupid thing they want as long as they take 1% of what they thought they would trade and use that instead.
This a great sister article to my recent post on back-testing and back-testing systems! https://thealgorithmicadvantage.substack.com/p/battle-of-the-back-testers : )