What, in my opinion, is the main point of testing systems on historical data? Ответ простой — weed out knowingly unprofitable or knowingly non-earning systems. For example, a novice trader read in one of the books, article, seminar, etc.. o super-systems, which just can't help but win, because she is correct, you have to believe in it and trade disciplinedly. He has two paths — trade it disciplinedly, gradually draining money over 2-3 years or test in any specially created program for this, to make sure that in the past she did not bring money, which means, there is a possibility that it will not bring in the future. The second path will be much shorter 2-3 years, and depending on the skills of coding trading signals(no programming skills) it may take from 2 to 15 minutes.
Когда-то давно, when I just started playing on stock exchanges, мне говорили — “how can you trade, you don't have a system, trade is not yours, without a system, you will still merge… develop your system…”. I honestly did not know what a system is and how it can be developed, but did not admit it and said that I have a system, and I believed in it myself — thought, what if I trade, this is already the system. Then I read that the system turns out to be very simple — price is higher than EMA — Buy, below the EMA — Sell. I looked at the graph — and exactly, looks extremely logical, because when the price is above the EMA, she grows, and when under EMA — falls. I realized that I had found the grail, now it will be very easy to make money. And I started trading EMA with a period 21 on the EURUSD currency pair. The first trade was closed by stop loss, but i didn't worry, I knew I had the grail. I didn't know what a saw was yet, but gradually I began to feel it, when several deals in a row closed in negative territory. I doubted….. and decided to check the grail on historical data manually. Tested for several days and made sure that the grail is draining…. By the way, I was very lucky that at that time seminars were not yet so widespread, manuals and forum discussions with zombies about the benefits of developing iron discipline and blind faith in the correctness of the method, where the main postulates are risk / reward not less than 1:3 and stop 5 Cents — Sort of, if you stick, sooner or later you will get rich. I represent, what would have happened if the brainwashing struck the still immature consciousness of a novice speculator.
Fortunately, I came across a program, on which it was possible to check what results the coded system showed in the past on the selected instruments. I already had different ideas at that time, и очень много, about 1000 :). Imagine, how many years would have to be spent in real trading, or, as a last resort on demo, to make sure they don't work in an almost efficient market. And if you blindly adhere to discipline, how much money would have to be drained. And with the help of the program, after acquiring skills in coding trading signals, this process will take, maximum, 1 day. And all. And you can, with a clear conscience, discard these ideas and not trade.
Someone will say — it is not always necessary to blindly adhere to the system, since the system will not be able to foresee what the human brain can. For example, if the price suddenly went against the position — close without thinking, no matter what the system says there — because everything is simple, you just have to watch the price. This, By the way, very common opinion. Me too, By the way, I once believed in this, until I began to constantly notice that if I had not been engaged in amateur performances, but strictly followed the system, then the profit would be much higher. And this disease lasted for a relatively long time, it was very difficult to recover from her. Even now, sometimes it washes away “улучшить” system at some point. well, and that, that with a system, you need to constantly monitor the price, simply speaks of the absence of clear rules for entering and exiting a position.
In general, what I wanted to say — what testing, it's not the same, как многие считают: “stop testing, you need to trade”, “mathematical self-sufficiency”, “art for art's sake”, “all life will pass for tests”, “Rezvyakov does not test”, “theorists” and so on. This, first of all, huge time savings. Why 98% traders drain money? If they tested their fix ideas on past data and were convinced of their inconsistency, they just wouldn't bet money on it and, so there would be a chance of them(The money) save.
З.Ы. All of the above does not apply to very experienced players. They are experienced for that because they went through all the hardships and they themselves are like a program for testing — testing takes place in their heads instantly at a speed, incomparable with the speed of a computer and a program. Honor and praise them :)
