Befriend the Trend Trading Message Board

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Strategies & Market Trends : Befriend the Trend Trading

SPY 670.31

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Nov 6 4:00 PM EST

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To: TradinSOB who wrote (16042)	2/20/2001 6:26:56 PM
From: smchan	Read Replies (1) of 39683

Anything else? 1) Kill the commissions. We all trade with different brokerages and taking out commissions skews the profit numbers. I'd rather account for commissions in my head. Remember, the idea behind backtesting is to find good future trading candidates; not gauge how a system would've EXACTLY performed. 2) Add number of winners/losers and percentage of winners/losers. Max and average profit and loss per trade is also useful. 3) Shorten the backtest. General feeling here is anything over a month is not useful. 4) Check your logic. It's difficult for me to believe MAX would've performed so well on so many stocks. In my longer term backtests, there are only a handful of decent winners. It's highly suspect that your backtest has identified so many winners with such high profit. I suggest a random sample against a hand backtest with charts. 5) I usually only test a fixed number of shares but I like the equity approach too. 6) Thank you for sharing you work. Please continue to do so! :-) Sam

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