Colegas. Lei esto en la Web de Van Tharp (escritor de trade your way to financial freedom) y me llamó la atención. Lo comparto con ustedes:
I Don't Do Backtesting
I couldn't agree more with Thomas K in his interview in last week's newsletter.
I personally do not do any backtesting at all. I sim trade an idea for 4 months; if it is profitable, and the R-multiples and the expectancy are good, then I go live. This way, the analysis is done in TODAY's market; when the market changes drastically, say to bull quiet, and I'm not making as much profit, I will sim trade it again! Just my opinion and part of my belief system.
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