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                                                   Sumulation Success

  0

0
John Lyons
2012-09-02 19:29:49


What results would be considered

Bad

Good

Better

Best

When running a simulation?



John Lyons
2012-09-03 21:45:47

  0

I have objects that run:
Bad
Showing no opportunities for 'Buy'at all. '0' % / Anum
Good
10 - 55 % / Anum
Better
100-225 % / Anum
Best

So, Is it realistic to expect similar results with actual investments, or are there more criterium to consider?
When running a simulation?




QuantShare
2012-09-04 10:49:49

  0

There are many things to analyze when performing a simulation.

For example you have to make sure there is no look-ahead bias in your formula.
More info can be found here:
http://www.quantshare.com/sa-428-9-mistakes-you-should-avoid-when-backtesting-an-end-of-day-stock-trading-system




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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.