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Tags: Optimization question - Optimizing vs Backtesting?
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Optimization question - Optimizing vs Backtesting?

  • Post #1
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  • First Post: Mar 11, 2013 9:03pm Mar 11, 2013 9:03pm
  •  max pips
  • | Joined Mar 2008 | Status: using the Force | 445 Posts
Hi
I know successful optimisation is no indicator of future profits however I have a problem. On optimising my program for the last 6 months I make a substantial profit, however when I take that optimised data and run it as a backtest over the same period I only break even. Surely these results should be the same?

Thanks

Max
Gravity goes both ways in forex...
  • Post #2
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  • Mar 12, 2013 1:23pm Mar 12, 2013 1:23pm
  •  RaptorUK
  • Joined Jan 2008 | Status: Member | 870 Posts
Quoting max pips
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Hi
I know successful optimisation is no indicator of future profits however I have a problem. On optimising my program for the last 6 months I make a substantial profit, however when I take that optimised data and run it as a backtest over the same period I only break even. Surely these results should be the same?

Thanks

Max
Ignored
Yes, if all the conditions, variables, spread, data, date range are the same then yes the runs will be the same. What was the spread during the optimization ? what was the Spread during the single run ?
20 pips a day isn't too much to ask . . .
 
 
  • Post #3
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  • Last Post: Mar 13, 2013 9:34am Mar 13, 2013 9:34am
  •  max pips
  • | Joined Mar 2008 | Status: using the Force | 445 Posts
thanks for the reply. I assumed the spread would be the same. Maybe I need to check with alpari?
ta
Gravity goes both ways in forex...
 
 
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