Hi guys,

I am totally new here and just ran the strategy tester on 2 trend following strategies to see how the software works and to see how those strategies work. I must say, I am confused :)

Both the Elder triple screen and the Original Turtle strategy ended up losing.

From 2/1/1990 - 27/9/2013 - Original Turtle strategy lost -1.49m vs buy and hold win of 24m

2/1/1990 - 27/9/2013 - Elder Triple screen strategy lost -56k vs buy and hold win of 24m


Now I know that trend strategies have Draw down and losing years, but this seems strange. Did I do something wrong in the software or what might explain this?

Thanks

Welcome to the forums,

Even though the selected data loading range is good for a trend-follower to demonstrate its long-term performance, backtesting results greatly depend on the instruments you've chosen i.e. DataSet (market selection is the key), position sizing, bar scale, and trading costs - to start with.

HI Eugene,

I got data files from tradingblox and unziped the files. However after setting up the input parameters for data format yyyyMMdd I get an error that in line 0 the data format is not recognized. The wiki does not explain the correct settings for inporting data properly from the ascii files. Can you advise how to for this service or maybe recommend a different one that might work better?

Since this question is not directly related to the original one, please don't put unrelated questions into one thread. This creates mess.

You can start a new thread, or choose from search results on related ASCII topics. Thanks in advance.