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I believe there is some instability in this BNNP predictor.
I ran 3 backtests on a daily euro chart. I took a very small period.
between 1june 2009 till today.
The test I run is the crossing of the BNNP with the smoothed BNNP.
I leave everything in default setting. But with only 1 fut. bar prediction.
When on the OPENING of a new bar the BNNP is above the BNNP smoothed on the next bar then so called go long on the bar that just opened.
When the opening of a new bar, the BNNP is bellow the BNNP smoothed on the next bar then go short on the bar that just opened.
I did this test 3 x times over this very short period whitout changing anything what so ever to the settings and I got 3 x times a total different result.
I had this problem already a week ago with a friend when we backtested some periods but did not pay any real attention to it ( because one does not think that if you do a test with a certain indicator that it would give opposite results).
Today I did again a test and because 1 particular bar that was a heavy loss made the overall result not looking that good.
By acccident I ran the test again and suddenly I saw that this losing bar turned into a winning bar.
So we ran the test again and started to look to the result over each single bar. We saw that the 3 test gave on each test a completaly different result. Even in this way that over 26 bars it gave 14 times a different result.
So I would suggest to be very carefull with whatever kind of backtest you do and specially with the results it would produce.
If somebody had a similar experience I would gladely hear about it.
Friendly regards....iGoR
Last edited by iGoR; 07-07-2009 at 05:42 PM.
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