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Author Topic: How long to keep your strategy running before you decide is not working anymore  (Read 11594 times)

Offline diyforexskills

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Actually, it depends on particular strategy. In general, trader should pay attention for the situation when the strategy starts to perform worse than it performed during backtesting and demo testing. There are not strict rules like "five losing trades in a row" .........

Yes that comparison is worth analysing. Optimisation and BT on past data has its drawbacks but we have little choice unless we can predict the future.

This type of analysis, actual or real vs backtest, is what NexusDash was developed for. See eg https://donnaforex.com/index.php?topic=21298.msg389358#new  and example in image below.
Information and product page - http://www.diyforexskills.com/forex-tools/




Offline Odysseia Capital

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Yes that comparison is worth analysing. Optimisation and BT on past data has its drawbacks but we have little choice unless we can predict the future.

This type of analysis, actual or real vs backtest, is what NexusDash was developed for. See eg https://donnaforex.com/index.php?topic=21298.msg389358#new  and example in image below.

Thanks for stepping in diyforexskills.

Nexus Dash has been developed by Odysseia Capital in partnership with diyforexskills as in-house tool to help us in our portfolio management decision process.

The aim is exactly to try to address the question if the decision to deploy a strategy to the real world is still deemed as valid, when part of the deployment decision was based in key performance indicators provided by the Backtest. With that objective in mind, certain limits of the Backtest are extracted and compared against the corresponding KPIs of real money account.

Then it's at the discretion of the user to decide how to use the corresponding results and consider a strategy should continue to run the strategy, change its weight in the portfolio, suspend it or cancel it all together. Nexus Dash doesn't provide a decision on that matter but makes the information transparent to the user to support him/her in the portfolio management decisions.


Offline Odysseia Capital

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Connected with the pre-deployment phase (not exactly the post-deployment phase as discussed in this thread), we are interested to learn about what elements influence the algo-traders using Expert Advisors to build up the necessary confidence level before commiting real money capital to automated strategies.

We hope not to be violating any policy from the forum by inviting the community to participate in a poll.

Participation is anonymous (we don't collect IPs) and we intend to share here the overall aggregated results. If there was already a previous poll covering exactly the same questions, we would be grateful if we can to be directed to it.

Participation takes only 2 minutes (1 or 2 questions) and is highly appreciated.

The poll can be accessed here:

https://surveyhero.com/c/4ff4ec11

« Last Edit: August 26, 2019, 05:06:00 PM by Odysseia Capital »

 

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