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delhin33 · 08-05-2008, 12:52 AM

Hello, Im new to automated trading and Ninja trader, but I am a full time trader. I was testing a strategy over 4 months of data (es futures) and Im trying to decide at what point I should test it in live markets? If you had a profitable strategy tested over 4 months(I cant seem to get more historic data than this from esignal) at what point would you consider testing it live? Or does anyone know where I can get more historic data? I guess my main question would be Is 4 months sufficient for testing an automated strategy, or should I be focused more on percentages ect?

Thanks in advance.

NinjaTrader_Dierk · 08-05-2008, 01:22 AM

Hmm...that's a question hard to answer. I would not know how much backtesting would be "sufficient". I guess the debates/discussions on that issue are legend. You should be able to find references in the web regarding that issue.

delhin33 · 08-05-2008, 09:02 AM

Yeah that does make sense, but just makes you wonder how dramatically different does the ES have to trade for the next 4 months to cause any system that was profitable in the previous months fail. Does anyone here modify their systems every month/6mo/yearly to stay profitable?

08-05-2008, 12:52 AM	#1
delhin33 Junior Member Join Date: Aug 2008 Posts: 2 Thanks: 0 Thanked 0 times in 0 posts	When strategies go live Hello, Im new to automated trading and Ninja trader, but I am a full time trader. I was testing a strategy over 4 months of data (es futures) and Im trying to decide at what point I should test it in live markets? If you had a profitable strategy tested over 4 months(I cant seem to get more historic data than this from esignal) at what point would you consider testing it live? Or does anyone know where I can get more historic data? I guess my main question would be Is 4 months sufficient for testing an automated strategy, or should I be focused more on percentages ect? Thanks in advance.
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08-05-2008, 01:22 AM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Hmm...that's a question hard to answer. I would not know how much backtesting would be "sufficient". I guess the debates/discussions on that issue are legend. You should be able to find references in the web regarding that issue. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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08-05-2008, 09:02 AM	#3
delhin33 Junior Member Join Date: Aug 2008 Posts: 2 Thanks: 0 Thanked 0 times in 0 posts	Yeah that does make sense, but just makes you wonder how dramatically different does the ES have to trade for the next 4 months to cause any system that was profitable in the previous months fail. Does anyone here modify their systems every month/6mo/yearly to stay profitable?
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