Are you making these algo backtesting mistakes?
2024 ж. 26 Мам.
1 944 Рет қаралды
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Top 3 mistakes to avoid when backtesting algorithmic trading strategies
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00:00 Intro
01:20 Mistake #1
04:59 Mistake #2
07:56 Mistake #3
Great content always.
hii, glad you're making great videos thank you very much
Great content as always, thank you very much! :)) You inspired me to try to write my own algo and this is what I'm trying to do in the last days/weeks... Let me please have some amateur questions: #1. How many percentages do you calculate with as commission and slippage for regular US stocks? #2. Is there an easy way to work with historical index constituents? Thank you for your help in advance!
Glad to hear that! 1) I use interactive Brokers commission structure as I trade with them 2) I think there's a free S&P 500 list somewhere but I don't know of others, this is typically a premium feature
@@CriticalTrading Thank you :)
Would you be able to provide some tips on how to maximize the use of available capital from an algo with low exposure?
Great videos as always btw 👍
Thanks! I would focus on different timeframes, i.e. combining daily systems with intraday
How about NOT INCLUDING SLIPPIAGE in your back testing.? I think is a very critical mistake.
Yep