Testing a strategy against history is one of the few ways to gain evidence before risking money. But a careless backtest is worse than none, because it produces confidence that has no basis in reality.
Curve fitting, where you tune a strategy until it fits the past perfectly, produces beautiful results that collapse in live markets.
Ignoring spread, slippage and swap makes a losing strategy look profitable. Realistic costs must be included.
Reserve some data the strategy has never seen and check it there. A strategy that only works on the data it was built on has learned nothing general.
Look at drawdowns and losing streaks, not just total return, so you know what you would have to sit through.
Operar de todo significa no entender bien nada. Una lista de seguimiento corta y enfocada suele rendir más que una dispersa.
5 min de lectura →EstrategiaUno estudia el precio, el otro estudia el porqué. Los mejores traders dejan que cada uno responda la pregunta que sabe responder.
6 min de lectura →EstrategiaNo necesitas predecir el mercado para operar una tendencia. Necesitas reconocerla y gestionar el trayecto.
6 min de lectura →