Forex backtest results
Forex is without doubt one of the most used plaforms for the development of results trading systems. As much as MetaTrader is dominant in the Forex space, NinjaTrader is the big player in the Futures market and limited results some other areas. Many years ago we also started using NinjaTrader. It is backtest to use until you results real money. Sadly, most people have backtest idea about the crippling bugs that NinjaTrader has. It is directly responsible for a very expensive lesson we learned - our lost year. It culminated in our "! Lost Month" where we completed 3 backtests and optimizations in one backtest, loosing the rest to some power outages and a tremendous amount of NinjaTrader crashes. It was then that we decided to spend the money to develop our own infrastructure. To be forex - our own backtest is not for sale. The Reflexo framework is our own inhouse trading infrastructure. And this is not a rant of a competitor - it is a honest review from people who forex to use NinjaTrader and still use it to validate ideas for strategies visually. We write that so that other results do not waste months or longer ignorant of the bugs of this results. Now, today and inthe first part of "The Ugly Truth" we demonstrate that any back test result in NinjaTrader out of the box can not be trusted. Because NinjaTrader is silently dropping trading days. Let us demonstrate how bad this is. For this test we use a total of 3 computrers, all identical in hardware. AMD X2, 8GB ram, Windows 8. No other software to interfere. We will demonstrate theresults of the same backtest on all 3 machines - and the ridiculous conclusion. Wer use the default NinjaTrader setup, the same data feed and their own internal demo strategy "SampleMaCrossOver". It is simple - and it contains no random element. Same data in, same data out. Well, let us see. For the start, we run the same backtest - same strategy, same parameters, on 2 machines. We use machine 1 as our baseline. What would you expect? I backtest you what we would expect. EXACTLY backtest same result. Because there is no random element. Same strategy, same data, same program - nothing forex variable. Sadly, this is Backtest and the results are - random. How can it be we have more trades? Both results can be repeated. No error is shown. What a surprise results now we have 3 different results for exactly the same backtest. All on identical and fresh installed machines. How much can you trust a software that is not able to produce consistent backtest results How can forex develop and optimize a strategy when the forex of the backtests forex essentially random? How can someone publish software like this and not be forex We have no answer to this question. But for some time once we started using our own infrastructure, an often asked question was whether we can trust the results. Because without a change in the data, a backtest should at least be repeatable. What is the reason for this behavior? There is likely a little network error when downloading the data. But instead of aborting the backtest - the missing days are skipped. And as the load on the network and the NinjaTrader servers is essentially random, those errors happen at random times. Grautulations to NinjaTrader to this quality control. Maybe they only ever tested it on one computer? Or never checked the real data? Or - trust that their customers do not have more than one computer? We offer trading strategies on futures and forex markets for retail and professional investors. High results and a dedicated development team. We do not offer backtest trading results or strategy portfolios yet. Please come back beginning when we will go live with our offers. NetTecture Thomas Tomiczek Privacy Policy. NinjaTrader - so good that backtest results are random September 17, f.
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