For Business
Alle Kurse

Weit fortgeschritten17 Dokumente85 Min.Zertifikat13 $

Building and Proving a Strategy

Write the rules down, test them on history, and then spend the rest of the course trying to prove yourself wrong — which is the only test that counts.

Für wen
A reader with an idea they believe in and no way to check it.
Bevor Sie beginnen
Twelve Strategies, on the Chart, and The Autopsy.
Kurs beginnenDiesen Kurs kaufen — 13 $

Öffnet sich mit Premium, oder den Kurs einzeln kaufen.

Danach können Sie

  • Write a strategy down so that another person could follow it exactly
  • Backtest it by hand, and in the Strategy Tester, and say why the two differ
  • Recognise curve fitting in your own results
  • Hold back data, and test on what you have not looked at
  • Say how spread and slippage change a backtest's result
  • State in advance the condition that would make you stop trading it

17 Dokumente

Nach jedem Dokument ein kurzes Quiz; das nächste öffnet sich, wenn Sie es bestehen.

  1. Einheit 1

    Writing it down

    1. 01How to Write Down a Strategy5 Min.
    2. 02How to Add a Filter to a Strategy5 Min.
    3. 03How to Write Down a Test First5 Min.
    4. 04What Is a Trading Edge5 Min.

  2. Einheit 2

    Testing it

    1. 05What Is Backtesting5 Min.
    2. 06How to Backtest a Strategy by Hand5 Min.
    3. 07How to Backtest in the MetaTrader Strategy Tester5 Min.
    4. 08What Is Forward Testing5 Min.
    5. 09What Is Paper Trading5 Min.

  3. Einheit 3

    Trying to break it

    1. 10How to Spot Curve Fitting5 Min.
    2. 11What Is Overfitting, in Plain Words5 Min.
    3. 12What Is Out-of-Sample Testing5 Min.
    4. 13What Is Look-Ahead Bias5 Min.
    5. 14How Spread and Slippage Change a Backtest5 Min.

  4. Einheit 4

    Keeping it honest

    1. 15What Is Walk-Forward Testing5 Min.
    2. 16How to Keep a Strategy Scorecard5 Min.
    3. 17When to Stop Trading a Strategy5 Min.