Instrumentation Definition

By Instrumentation I mean adding my own special instructions into the code for the trading strategies to produce useful information for analysis.

The commericially available backtesting engines provide limited data and what they do provide is not in a convenient format to process for thousands of runs.

October 25th, 2008 Filed under Glossary

Tags: backtesting, data, instrumentation, trading

Backtesting Engine Definition

My BackTesting Engine Evaluation in 2007

BackTesting Moving Averages

How To Clean Price Data for Backtesting

Backtesting Definition

Share Your Thoughts

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

Trading and Investing always carry the risk of loss. All material on this site is intended for educational purposes, not investment advice. Consult a licensed professional for advice. Copyright Own Mountain Trading Company. Modified QuickPress theme by Quick Online Tips. BackTesting Blog is a trademark of Own Mountain Trading Company. TeleChart2007 and Stockfinder are trademarks of Worden Brothers, Inc. TradeStation is a trademark of TradeStation Group, Inc. All other trademarks are the property of their respective owners. Disclosure: Own Mountain Trading Company may be compensated for promotions by 1&1., Agel, Amazon, Hostgator, INO.com, Strategic Profits, Worden Bros. See Terms of Use. and Privacy Policy.

Instrumentation Definition

Share Your Thoughts

Pages

Ads: Tools I Use

Topics

Bookmarks

Feeds