Trading Books with Backtesting Results(트레이더들이 손실로부터 회복하는 방법:)

Trading Books with Backtesting Results(트레이더들이 손실로부터 회복하는 방법:)

 

Posted By: Steve Burnson:

 

Backtesting shows a trader how their signals for entries and exits would have performed in the past. While a backtest of past data doesn’t guarantee that a signal will work in the future it can quickly show you what didn’t work. What a backtest is really showing a trader is that an entry and exit signal created good asymmetric risks by cutting losses short and letting winners run over and over again. All a backtest is trying to do is make the winning trades bigger than the losing trades over time.

백 테스팅은 거래자에게 과거에 진입 및 퇴장 신호가 어떻게 수행되었는지 보여줍니다. 과거 데이터에 대한 백 테스트가 신호가 미래에 작동한다는 것을 보장하지는 않지만 작동하지 않았던 것을 빠르게 보여줄 수 있습니다. 백 테스트가 실제로 상인에게 보여주는 것은 진입 및 퇴장 신호가 손실을 짧게 줄이고 승자가 반복해서 실행되도록하여 좋은 비대칭 위험을 생성했다는 것입니다. 백 테스트는 시간이 지남에 따라 이기는 거래를 잃는 거래보다 더 크게 만드는 것입니다.

While there are many books that show how to backtest signals and systems there are very few that show backtested data on historical price data. Seeing backtested signals and trading them in real time with money on the line (눈높이로 , 애매하게)are very different things. However, seeing results can give you ideas on how to backtest your own theories and create a trading strategy that fits your own risk tolerance and return goals.

신호와 시스템을 백 테스트하는 방법을 보여주는 책이 많이 있지만 과거 가격 데이터에 대한 백 테스트 데이터를 보여주는 책은 거의 없습니다. 백 테스트 된 신호를 확인하고 실시간으로 통화를 통해 실시간으로 거래하는 것은 매우 다릅니다. 그러나 결과를 보면 자신의 이론을 백 테스트하고 자신의 위험 허용 범위 및 수익 목표에 맞는 거래 전략을 만드는 방법에 대한 아이디어를 얻을 수 있습니다.

The first step is to test charts for profitable signals then the second step is to combine them together for diversified trading systems. A good trading system will have diversified signals and a diversified watchlist of different types of markets so that it rotates capital into charts in trends or swinging in price.

첫 번째 단계는 수익성있는 신호에 대해 차트를 테스트하는 것입니다. 두 번째 단계는 다양한 거래 시스템을 위해 차트를 함께 결합하는 것입니다. 좋은 거래 시스템은 다양한 신호와 다양한 유형의 시장에 대한 다양한 감시 목록을 가지므로 자본을 추세의 차트 또는 가격 변동으로 전환합니다.