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Mirko

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    TradersLaboratory.com
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  1. ok, I will give an example. I tested app. 80 strategies on app. 100 assets in the MC backtester. The whole activity took me some weeks and I had some very good results (e.g. Sharpe Ratio 2,7 / Profit Factor 9,6 on a 60 min chart on @fv). After this good result I wanted to trade the good ones but I when I went into the details of the Tradeslist and performance report I had to find out that it was a mistake which could not be traded. The mistake was that some trades were not in the logic of the strategy (for example one big profit trade which does not fit in the strategy) and the result (Sharpe and PF) were simply false calcullated or not understandable to me. After that I stopped working with MC.
  2. ok, I will give an example. I tested app. 80 strategies on app. 100 assets in the MC backtester. The whole activity took me some weeks and I had some very good results (e.g. Sharpe Ratio 2,7 / Profit Factor 9,6 on a 60 min chart on @fv). After this good result I wanted to trade the good ones but I when I went into the details of the Tradeslist and performance report I had to find out that it was a mistake which could not be traded. The mistake was that some trades were not in the logic of the strategy and the result (Sharpe and PF) were simply false calcullated.
  3. Tams, I know that you have a broad experience and MC is a good software but I go through all the trades to see what happens. MC makes things which are not possible in real life or look curious.
  4. some time ago I bought MC 5.0 to do the backtest work (because my tradestation was running day and night on backtesting). My finding was that the backtesting results between MC and TS are very very different and that I can not trust MC (because the result is simply wrong). Does anybody have the same bad results with MC? Has MC increased since version 5? I think they have Beta6 right now.
  5. I am looking for a good broker with API connection to connect to Tradestation to trade FDax and other stocks with system. I like to work with Zen-Fire and Nijatrader but I learned that I have to invest 1500 bucks for a multi broker version to work with API and a broker. Does anybody have an idea how I can save the 1500 or is there no way out?
  6. Have you tried all the software yourself? Whats wrong with MC?
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