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自动回测 (Automated Back-Testing)

author emer | 1 人阅读 | 0 人评论 |
Hi all,

I have been manually back-testing and forward-testing a strategy based on numerous ideas and theories from FF and other places (FYI- it's actually very simple without a ton of indicators), but the strains of back-testing are making my eyes bleed!!

I do not have the savvy (or the confidence at least) to program my own EA's, so I am looking for a volunteer who knows what they are doing to take my parameters and get a couple of years worth of results on paper. I believe my manual testing of all 2006 is pretty solid, but I fear there is plenty my eyes could have missed, or tricked me into believing, or not believing?!

I am being secretive and asking only for some help for now, vs. rolling out the parameters to the entire community, in an effort to keep the thread as clean and undiluted as possible until I feel extremely confident that this strategy is as reliable as I believe it to be.

If and when that time comes, I will be very glad to lay it all out in plain English for all to see, utilize, comment on, challenge, etc.

What's in it for the volunteer?? Possibly being one of the 1st to add this method to your bag of tricks, and/or helping refine something that has a solid premise with some additional tweaking...

Anyone interested, please PM at your earliest convenience?!

Thanks,
Jim
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