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Old 10-24-2006, 04:07 AM
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Eaglehawk Eaglehawk is offline
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Quote:
Originally Posted by trohoang
Eaglehawk,

Thank you for your reply. I feel that everyone is focusing on creating a profitable EA and yet they are not spending enough time developing a reliable back testing method. Without a reliable back testing method, a creation of a profitable EA is not possible.

The King is without clothes!!! Am I the only one seeing this?
one method i have used that is fairly simple is to create an excell file, and simply go through the screen and recognize when my trading signals occur, once they happen, i mark the open price in an excell file, whether it's a buy or a sell, and then find a closing signal, and exit. i then have the excell file simply subtract the results to tell if i lost or won, and how much. then i have one last column take an average of all my profits, and that is what i call, my profit expectancy. (one more thing, i do this for several pairs, not just one)
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