Strategies always fail untill June 2016 with bid ask prices entries

[travelingsalesman]

Hello,

I've ran into something and was wondering if anyone else has seen something like this and or knows whats going on.

on almost any strategy i test (if its a working one) they seem to do well after june 2016 but anything thats before june 2016 is a lost cause. you could test the same strategy from july 2016 to current date and have a positive net profit but test before june 2016 to anytime and its is always a negative profit.

so i dont know whats up... please keep in mind that this specific issue happens more often on strategies that are using bid and ask prices for order entries so buys are submitted to ask sells are submitted to bid.

because of that i thought that it might be the spread that was causing the diff. sure enough the spread saw a decrease from the time dates i mentioned above. but i dont believe 1 pip decease is the main factor to this.

anyone have any insight on this matter?


best,
Mo

[NinjaTrader_JoshG]

Hello travelingsalesman,
Thanks for your post.

Your strategies results over a period of time will not always be indicative of future results. Its also important to remember that even a single tick of difference in historical data can cause large difference in back test results.

Why this particular strategy performs this way will likely come down to the logic used and the market conditions during those periods of time.

Let me know if you have any questions. I will leave this post open for any other forum members that would like to comment or provide insight.

[travelingsalesman]

your first sentence

"Your strategies results over a period of time will not always be indicative of future results."

was completely irrelevant and shows that you really didnt understand what i said. so if that was my fault for not explaining thoroughly let me know rather than that sentence...

also as i mentioned it is NOT just one strategy... soooooooooooooo yaaaaa....

[NinjaTrader_JoshG]

Hello,
Thanks for your comment.

It sounds to me like you are expecting the positive results of your strategy during one period of time to be just as good (if not better) than the previous results of a different period of time. Is that not correct? How is that not relevant?

If it is not correct, what do you expect to see?