英語 での Backtesting の使用例とその 日本語 への翻訳
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How to start backtesting?
Backtesting Reviews, BestTop.
And we also talked about backtesting.
Backtesting Reviews, Free Download.
Consider fundamentals for backtesting.
I did some backtesting with the EA on MT4.
It is a revolutionary service that uses it efficiently as a backtesting resource.
For backtesting, convert the historical data provided by FXDD.
It is up to you to determine, through backtesting, which one is the best fit for your system.
We recommend finding thebest parameter value according to the market situation or by backtesting.
I have my backtesting data setup so that I get 99% quality.
For example, for newly launched products,the time-series might be too short to perform any significant backtesting.
The Strategy Tester allows backtesting strategies that trade multiple symbols.
Backtesting is usually the first step to convincing customers that you have developed a quality algorithm.
These files are well suited for backtesting trading strategies under MetaStock platform.
How backtesting worksThe backtesting process starts by selecting a list of threshold dates within a time span covered by the historical data.
Taking a short position when this indicator was bearish over the backtesting period would have produced an annual average return of 1.9% with a maximum drawdown of 41.4%.
Generally, FXBM is a marketplace of products, but select services may be offered, such as programming services by select programmers,and related services(such as optimization, backtesting, and so on.).
The glaring negative of the backtesting results would be that the New Yearly High System posted a maximum drawdown of over 50%.
If a Swiss central bank type of move occurs and you have a leveraged position in the wrong direction, well, it's lights out for the strategy.No amount of backtesting can guard against that type of loss.
Mark from Tradinformed recently published backtesting results of a basic Forex system that attempts to implement trend following in its purest form.
Taking a short position when this indicator was bearish during the backtesting period would have produced an average annual return of 3.2% with a maximum drawdown of 45.5%.
Taking a short position when this indicator turned bearish during the backtesting period would have produced another 1.2% average annual return with a maximum drawdown of 47%.
Holding long positions in SPYwhen this technical indicator was bullish during the backtesting period would have produced an average annual return of 8.1% with a maximum drawdown of 17.0%.
By Joannès Vermorel, last revised August 2013In the context of time-series forecasting,the notion of backtesting refers to the process of assessing the accuracy of a forecasting method using existing historical data.