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newbie trying to understand crazy looking results
Rank: Newbie
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Just got MetaStock and I was trying out some of the built in strategies on some different instruments.
I ran the Equis Trend Analysis Expert System on VXX (iPath S&P 500 VIX Short-Term Futures ETN) daily data from the last 2 years and it seems to be showing crazy results of 97.18% annualized performance. Run it for 5 years and it shows a staggering 1751.35% annualized performance... I'm doing something wrong!
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Rank: Advanced Member
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Hi,
With the System Test functionality it is important to ensure that you have the proper settings in place, which can ultimately have a large effect on the results. For example, in the Trade Options of the System Tester, there is an Account tab, a Broker tab, and a Trade Execution tab. What is your initial equity amount? How much of your account are you putting in to each trade ("Default Size")? Within the Broker tab, are you using any of the Interest Rate fields? Have you set commissions? In the Trade Execution tab, are you using Realistic Market Prices? How many total trades are occurring in those 2 / 5 year tests?
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newbie trying to understand crazy looking results
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