JY ANALYTICS

INDICATORS | EXCEL MACRO PROGRAMMING | BACKTESTING

BACKTESTING

Backtesting is an important part of testing out a trade idea to see if you want to pursue it further. We use NinjaTrader to write an algorithim script to find these possible trade entries on the historical charts. From this we have the capability to build a detailed log that can be analyzed and filtered to find which parameters need to be focused on. Using an algorithm script can be very helpful in trade identification because at many times we have human biases that we unconciuosly apply when looking at charts. Using an algorithm ensures that no human bias was applied making each identified trade as robotic as possible. Many times this may help fine tune your trade parameters as you develop it further. It may also help you identify what discretionary choices you made during your initial identification of your trade idea that you didn't realize otherwise.

If that trade idea gives good results or you already have a tested idea then we can turn that into an automated trade algorithm strategy for you in NinjaTrader. Some people find trading hard to seperate from their own emotions so maybe an automated form of trading may be more benificial to them while also allowing them to manage their time better. Not everyone has hours and hours to spend each day in front of charts.

Not all trade ideas are a good candidate for backtesting or an automated trade strategy. Some observations of price action or indicators are purely human based and might be hard to replicate in an algorigthm code.

Let us help backtest and build your trading idea.

For more information email info@jy-analytics.com

NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.

Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones' financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.