Need a few opinions on strategy in Denver

[[email protected]]

Hi everyone,

I have a strategy developed to trade the emini (it also works for all of the minis dow, NQ, etc) and when I optimize and backtest it - it looks great (about $3k per month off of 1 emini).

Anyways - I worry that I am fooling myself and do not want to trade real money untill I get a couple opinions. So if you are in the Denver area and would like to come by and check out my strategy email me (pogg99atyahooDOTcom).


Thanks,

Tony

[NinjaTrader_JoshP]

Tony,

You could try forward testing your strategy with the Market Replay or even just run the strategy live on the Sim101 account. Those will give you a glimpse at what might happen during live markets.

[[email protected]]

NT Josh

I am setting it up to do it in the SIM 101 account and will let it run for a month - but something keeps on crashing my computer.

I am running it on a 1 min, a 5 min, a 15 min with the optimized settings based on the last 3 months. I am also running it on the optimized setting sfor the last month.

But something in the back of my mind is telling me that it is too good to be true - hench the second opinions from other NT users.

I know you are in Denver - swing down to Highlands Ranch and let me know what you think.

Thanks,

Tony

[NinjaTrader_JoshP]

Tony,

Haha. Wish I could. Hopefully some forum members around the Denver area can take a look.

[[email protected]]

Dude

You could.

OK - How about I buy you are your significant other dinner at Steak House 10 (like a $120 meal). Just for comming over and giving me your opinion.

[NinjaTrader_JoshP]

Tony,

Thank you for the offer, but unfortunately I may not be the best qualified individual to evaluate strategies. I will leave this up to any other forum community member to take you up on the offer.

[BigDog008]

pogg,

some food for thought.... what i've noticed is to get a really good idea to see how robust your strategy's logic is, run it in market replay, or better yet live sim...


if results match what you've done via backtest or relatively close, you have a good strategy in your hands....

unfortunatly in my experience, backtesting and optimizing are not the best of approaches since you have a decent amount of curve fitting going on.... you want your in sample tests to match your out of sample tests....


i'll be expecting you to fly to chicago to take me out to dinner now

[[email protected]]

I could go for a nice Italian Beef Sandwich

I just started running it in live sim 1 day ago (I tried a few other times - but had computer problems).

I think I just have to run it in live sim for a while - if there was a continuous contract for the emini that Zen Fire supported - it would be a piece of cake.

If I fly to Chi town - I would be able to afford is to take us for Italian Beef. You have to come to Denver for the Steak dinner.

FYI- grew up in Chicago - I really miss the food.

[BigDog008]

pong,

you can get market replay files on the internet for quite a few contracts

that way you can do a proper backtest

[TCT-Peter]

Hi everyone,

I have a strategy developed to trade the emini (it also works for all of the minis dow, NQ, etc) and when I optimize and backtest it - it looks great (about $3k per month off of 1 emini).

Anyways - I worry that I am fooling myself and do not want to trade real money untill I get a couple opinions. So if you are in the Denver area and would like to come by and check out my strategy email me (pogg99atyahooDOTcom).


Thanks,

Tony

Tony,

You might like to consider using us at TCT (we are Certified NinjaScript Consultants) to backtest and/or optimise your NinjaScript strategies against extended historical data. This would effectively perform an Out-Of-Sample test of your system over varying market conditions for periods covering bull and bear, high and low volatillity, trending and ranging markets. If there are good and bad periods in the back-test, you may be able to assess under which types of market conditions your system performs and it would help increase (or decrease ) your level of comfort.

You can reach us at the web homepage below, or request a quotation at http://www.tctinvest.com/public/department47.cfm or PM me. All our work is covered by mutual Non-Disclosure Agreement.

Good luck, regardless.