mechtrader
It is completely meaningless to provide a back testing statistics of a strategy and ask question about its viability.
Anyone who has programmed few strategies will tell you that it is relatively simple task to create a strategy that produces almost picture perfect statistics and jaw dropping profit curves.
It is perfectly possible to write a strategy that never ever loses on any trade during back testing in any language. Only when a strategy is actually put into the market in real time trading, losses will start appearing ...
It is completely meaningless to provide a back testing statistics of a strategy and ask question about its viability.
Anyone who has programmed few strategies will tell you that it is relatively simple task to create a strategy that produces almost picture perfect statistics and jaw dropping profit curves.
It is perfectly possible to write a strategy that never ever loses on any trade during back testing in any language. Only when a strategy is actually put into the market in real time trading, losses will start appearing ...
Before commenting on the results i presume that all precautions are being taken while developing the strategy.
This is again true that building a strategy with optimizing and data snooping bias is a different ball game than exploiting a real edge.
Hope everyone realizes this.
MT