Affichage des articles dont le libellé est Evaluating strategies. Afficher tous les articles
Affichage des articles dont le libellé est Evaluating strategies. Afficher tous les articles

samedi 19 novembre 2016

Evaluating strategies

Hi all,

I am opening this thread because I want to build up a constructive discussion of how people evaluate their trading strategies, wether they are manual or automated strategies.

The reason I bring this up, is that I recently started toying with some automated strategies and want to figure out how I can analyze the results coming out of a backtest better. I am building a spreadsheet for this purpose and I'm looking for improvements. Just curious how you guys tackle this problem.

I've attached snaps of the spreadsheet. It's WIP, since I need to add a whole list of things (including changing winners to green and losers to red in the chart hehe).

Attached Thumbnails
Click image for larger version. Name: Dashboard.JPG Views: N/A Size: 143.1 KB   Click image for larger version. Name: Trading times.JPG Views: N/A Size: 121.7 KB  


Evaluating strategies