Hi,
There's a video on Youtube called "MFI Strategy Webinar" that shows a MFI strategy that generates 2M i profits. I can't replicate those results. Am I missing anything?
There's a video on Youtube called "MFI Strategy Webinar" that shows a MFI strategy that generates 2M i profits. I can't replicate those results. Am I missing anything?
Rename
Hi, can you please paste your Performance Metrics result here too. I will check my video and compare.
VK
VK
The first thing I realize is that you stated in 2000 and I in 1993. The compound interest effect can significantly increase your wealth over time. Somethin I also realized is that if I put the margin factor to 1.0 it reduces the profit. Less trades, less profits.
I used All Data and Margin 1.10 as shown in the video.
See, you miss 7 years of data, since my test in the YouTube video started at 1993. I posted it above. Can you please check and see if it matches then?
From the two equity curve screenshots I noticed that in the first screenshot by anderson the DD started in 2000 was conquered sometime in 2005. In the second screenshot by vk, a new ATH was reached in sometime in 2003 or early 2004. Given that this strategy only holds positions a few days on average, what could be the reason behind this difference?
It could be they used different commission and/or dividend collection preferences.
Even a different data source could be the reason. I try not use dividend, interest and commission when backtesting. I like to see the raw profit of the strategy.
I use WealthData. I don't have any special data package. It seems it only goes back to 2000.
What do you use, or should I use for my backtests in general?
What do you use, or should I use for my backtests in general?
Your Response
Post
Edit Post
Login is required