Ultimate Guide To BACKTESTING - How & Why You Should Do It!

00:11:21
https://www.youtube.com/watch?v=sOa4PovtZ1c

概要

TLDRNeste vídeo, é apresentado o conceito de backtesting como uma ferramenta essencial para traders que desejam aumentar sua confiança e melhorar seus resultados no mercado. O backtesting permite que traders pratiquem estratégias em dados de preço anteriores, ajudando a construir experiência e confiança sem as emoções associadas do mercado ao vivo. O Forex Tester 5 é destacado como uma plataforma recomendada para essa prática. O vídeo oferece um passo a passo sobre como executar o backtesting, focando na importância de ter um plano de negociação sólido e a preparação adequada para maximizar os resultados. Embora o backtesting seja uma parte valiosa da jornada de um trader, não resolve todas as questões relacionadas à psicologia e à gestão de risco. Portanto, deve ser usado em conjunto com outros aspectos do trading.

収穫

  • 📊 O backtesting aumenta a confiança dos traders.
  • 💡 É importante ter uma estratégia de negociação definida.
  • 👨‍💻 Forex Tester 5 é recomendado para backtesting.
  • 📝 Um bom plano de negociação é essencial.
  • 📈 O backtesting permite praticar sem emoção.
  • 📅 Backtesting ajuda a coletar dados a longo prazo.
  • 🔍 Analisar resultados de trades é fundamental.
  • 💰 Arriscar 0.5% a 1% por trade é aconselhável.
  • 🧠 Trabalhar a psicologia do trader é crucial.
  • 🛠️ Ferramentas de backtesting economizam tempo.

タイムライン

  • 00:00:00 - 00:05:00

    A falta de confianza pode paralizar a xeración de resultados reais no mercado, e a solución recomendada é a práctica do backtesting. Este proceso involve analizar datos de mercado pasados como se fosen en vivo, o que permite non só medir a viabilidade da estratexia senón tamén aumentar a confianza e a experiencia. A importancia desa confianza é crítica, pois sen ela, mesmo as estratexias vitoriosas poden non aplicarse correctamente, resultando en malas actuacións no mercado. O backtesting é esencial para superar obstáculos e lograr consistencia nos resultados trading.

  • 00:05:00 - 00:11:21

    Para realizar un backtesting efectivo, é necesario contar cun plan de trading escrito que estableza un proceso repetible. Falanse de elementos clave, como a porcentaxe de risco por operación e a identificación de tendencias ou zonas de oferta e demanda. A ferramenta Forex Tester 5 é recomendada para facilitar este proceso, por ofrecer un ambiente de trading realista e funcional, permitindo xestionar riscos adecuadamente e recoller datos automaticamente. O backtesting ten que ser parte do desenvolvemento continuo do trader, complementando outras áreas como a psicoloxía e a xestión do risco.

マインドマップ

ビデオQ&A

  • O que é backtesting?

    Backtesting é a prática de analisar dados de preços passados e negociá-los como se fosse em tempo real, para verificar a viabilidade de uma estratégia.

  • Por que o backtesting é importante para traders?

    Ele ajuda a aumentar a confiança dos traders e a coletar dados valiosos sobre suas estratégias, permitindo melhorias antes de operar ao vivo.

  • Qual software de backtesting é recomendado no vídeo?

    O vídeo recomenda o Forex Tester 5 como uma plataforma de backtesting eficaz.

  • O backtesting resolve todos os problemas de um trader?

    Não, o backtesting ajuda, mas não resolve todos os problemas, como a psicologia do trader.

  • Que informações são necessárias para realizar um backtesting?

    Um plano de negociação, uma estratégia definida, e uma estrutura para organização de anotações e resultados.

  • Qual é a porcentagem recomendada de risco por negociação?

    É aconselhável arriscar entre 0.5% a 1% da conta por operação.

  • É possível melhorar como trader apenas com backtesting?

    Embora ajude, é necessário trabalhar em outros aspectos como gestão de risco, psicologia e planejamento.

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オートスクロール:
  • 00:00:00
    I feel like I've got a good strategy but
  • 00:00:02
    I have a lack of confidence which is
  • 00:00:03
    stopping me from generating Real Results
  • 00:00:05
    in the markets what should I do if
  • 00:00:07
    you've ever found yourself asking this
  • 00:00:08
    question the answer is to back test this
  • 00:00:11
    video is sponsored by Forex tester 5
  • 00:00:13
    which is the back testing platform that
  • 00:00:15
    I use we'll talk about more on that in a
  • 00:00:16
    bit and in the next 10 minutes I'm going
  • 00:00:18
    to show you start to finish how you
  • 00:00:20
    should be back testing to get the
  • 00:00:21
    results that you want so first of all
  • 00:00:23
    what is back testing now back testing is
  • 00:00:25
    the act of going back through Pass
  • 00:00:27
    prized data and trading it as if it was
  • 00:00:29
    live you will then collect the
  • 00:00:30
    information you get from your back test
  • 00:00:32
    and you'll be able to see how viable
  • 00:00:33
    your system is and as well as that
  • 00:00:35
    you'll build confidence and you'll build
  • 00:00:36
    market experience on seeing the kind of
  • 00:00:38
    Trades that come around under your
  • 00:00:39
    strategy now I find this super important
  • 00:00:42
    it's just like practice for anyone in
  • 00:00:43
    any profession if you do this practice
  • 00:00:45
    you're going to obviously develop your
  • 00:00:46
    skills further than someone who isn't
  • 00:00:48
    and most importantly you'll actually get
  • 00:00:50
    to see that your system wins and this is
  • 00:00:52
    really important because if you go to
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    trade live markets without confidence
  • 00:00:55
    behind your strategy you're going to
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    find it difficult to apply a strategy in
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    a winning way even if the strategy is a
  • 00:01:01
    winning strategy if you can't apply it
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    properly due to a lack of confidence and
  • 00:01:04
    experience then you're not going to get
  • 00:01:06
    good results so in my opinion back
  • 00:01:08
    testing is one of the best things you
  • 00:01:09
    can do and I've been asked the question
  • 00:01:11
    a lot what did you do to get over the
  • 00:01:13
    line from losing into winning now for me
  • 00:01:15
    I got my trading down very well but I
  • 00:01:17
    was lacking confidence with my trades
  • 00:01:18
    and I was struggling to hold my winning
  • 00:01:20
    trades and sometimes I would hesitate
  • 00:01:21
    out of Trades and close them at loss
  • 00:01:23
    which then went on to be winners this
  • 00:01:25
    was due to the lack of confidence and
  • 00:01:27
    the lack of real market experience
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    around the strategy that I'd built so
  • 00:01:30
    when I got down to back testing this
  • 00:01:32
    remedied all the problems that I had and
  • 00:01:34
    that is actually what pushed me over the
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    line so if you're a Trader who's perhaps
  • 00:01:37
    one two or three years into your trading
  • 00:01:39
    journey and you're struggling to just
  • 00:01:41
    get yourself over that line to success I
  • 00:01:43
    highly recommend giving back testing a
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    go I think everyone should be doing it
  • 00:01:47
    some people will disagree with me but
  • 00:01:48
    I've never seen a Trader get worse from
  • 00:01:50
    back testing okay so before we get into
  • 00:01:52
    the back testing processes and how
  • 00:01:54
    exactly I would advise you to go about
  • 00:01:55
    doing your back testing there is one
  • 00:01:57
    point I want to make and that is that
  • 00:01:59
    back testing will not solve all of your
  • 00:02:01
    problems okay when you back test there
  • 00:02:02
    is no emotion and there's no real money
  • 00:02:04
    involved so the psychology side of
  • 00:02:06
    things needs to be mastered elsewhere so
  • 00:02:08
    what I want you to understand is that
  • 00:02:09
    back testing is something you can do to
  • 00:02:11
    Aid your trading Journey but you won't
  • 00:02:14
    exactly back test your way to success if
  • 00:02:16
    you're not working on the other things
  • 00:02:18
    okay there's a lot of things you need to
  • 00:02:19
    focus on in trading your risk control
  • 00:02:21
    your psychology your technicals your
  • 00:02:23
    fundamentals making sure you have a
  • 00:02:25
    solid trading plan making sure you're
  • 00:02:27
    journaling all of this is equally as
  • 00:02:29
    important as one another okay so what do
  • 00:02:32
    we need to back test we need a little
  • 00:02:33
    bit of a toolbox here first of all you
  • 00:02:35
    need a trading strategy and a written
  • 00:02:37
    down trading plan showing your
  • 00:02:39
    repeatable process from start to finish
  • 00:02:41
    second of all you need some form of
  • 00:02:43
    folder structure or note taking platform
  • 00:02:45
    so that you can save your screenshots
  • 00:02:47
    you could use notion or you could just
  • 00:02:48
    set up some folders like this on your
  • 00:02:50
    desktop and if you want to go one step
  • 00:02:52
    deeper you can use a Forex journaling
  • 00:02:53
    platform like trading Vault or Edge wonk
  • 00:02:56
    and then the last thing you're going to
  • 00:02:57
    need is a back testing platform now I
  • 00:02:59
    person L recommend investing in a back
  • 00:03:01
    testing software because I think this is
  • 00:03:02
    going to give you the best odds to
  • 00:03:03
    succeed you can back test years and
  • 00:03:05
    years of data using these and they're
  • 00:03:07
    all very streamlined and they save you a
  • 00:03:09
    lot of time while you're actually doing
  • 00:03:10
    your testing work but if you're not
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    willing to invest in a back testing
  • 00:03:13
    software you can use trading views bar
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    replay tool however you are going to be
  • 00:03:17
    somewhat incredibly limited on the data
  • 00:03:19
    you can collect because if you're
  • 00:03:20
    trading low time frames you can only
  • 00:03:22
    back test around 3 to four weeks of data
  • 00:03:24
    as opposed to some of the back testing
  • 00:03:25
    platforms allowing you to go back 20
  • 00:03:27
    plus years so to recap you need a
  • 00:03:30
    trading plan and a trading strategy you
  • 00:03:32
    need a folder structure or a note taking
  • 00:03:34
    platform to save your screenshots and
  • 00:03:36
    you need a back testing platform that
  • 00:03:37
    you can actually do your testing on once
  • 00:03:39
    you've got all of those things you can
  • 00:03:41
    start back testing so let me show you
  • 00:03:43
    the process okay so Step One is putting
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    together your trading plan for your back
  • 00:03:47
    tests now because you're back testing
  • 00:03:48
    your trading plan doesn't need to be as
  • 00:03:50
    in-depth as your live plan needs to be
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    you don't need to include the
  • 00:03:53
    psychological side of things all that
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    you need to note down are the following
  • 00:03:56
    things so first of all what percentage
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    of your account will you risk pet trite
  • 00:03:59
    I would advise going with 0.5 to 1% and
  • 00:04:01
    not really much past that because this
  • 00:04:03
    will set you up nicely for keeping your
  • 00:04:05
    Live account safe and also getting
  • 00:04:06
    funded and keeping your funded account
  • 00:04:08
    safe next you want your repeatable
  • 00:04:10
    system plan so as an example for this
  • 00:04:12
    video we're going to use a very simple
  • 00:04:14
    plan and we are going to use the
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    following system rules step number one
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    we will identify the short-term Trend
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    Direction by looking for a break of
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    structure step number two we will then
  • 00:04:23
    look for imbalanced Supply or demand in
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    line with that trending structure step
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    number three we will place sell or buy
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    limits on the supply zones or the demand
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    zones and we will Target the next low in
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    the trend now as you can see this is
  • 00:04:34
    super simplified but it gives us a
  • 00:04:36
    repeatable process that we can follow
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    trade after trade this is what you want
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    because this is going to be the easiest
  • 00:04:41
    way to build solid data on a repeatable
  • 00:04:44
    plan that's not super discretionary and
  • 00:04:45
    will be easy to go and apply to the
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    markets when you come to your back
  • 00:04:48
    testing and your life trading once you
  • 00:04:50
    have that plan it's time to set up a
  • 00:04:52
    folder structure or a note taking
  • 00:04:53
    platform or you can use notion and
  • 00:04:55
    follow the same concept and maybe write
  • 00:04:57
    a little note around each chart
  • 00:04:59
    screenshot that you take while doing
  • 00:05:00
    your back testing so now let's get into
  • 00:05:02
    the actual back testing process okay so
  • 00:05:04
    now that we've got our folder structure
  • 00:05:06
    and our trading plan prepared we can
  • 00:05:08
    actually start to do some back testing
  • 00:05:10
    so for this I've gone over to Forex
  • 00:05:11
    tester 5 this is the back testing
  • 00:05:13
    platform that I use and the one that I
  • 00:05:14
    would suggest to you as well I've
  • 00:05:16
    actually tried out quite a few this is
  • 00:05:17
    my favorite by far but you'll get to see
  • 00:05:19
    if you like it or not in this video and
  • 00:05:21
    then you can make an informed decision
  • 00:05:22
    about what back testing platform you're
  • 00:05:23
    going to use but without further Ado
  • 00:05:25
    let's get into it so what we would do is
  • 00:05:27
    open up a new project and we would then
  • 00:05:29
    apply as strategy as written out in our
  • 00:05:31
    trading plan within this back testing
  • 00:05:33
    platform so in our trading plan we said
  • 00:05:34
    we were going to look for a break of
  • 00:05:36
    structure then we were going to sell
  • 00:05:37
    from Supply or buy from demand and we
  • 00:05:39
    were going to Target the next low okay
  • 00:05:41
    so very simple strategy and that's what
  • 00:05:43
    we're going to apply here now what we
  • 00:05:44
    could actually do is Mark up that we've
  • 00:05:47
    got this break of structure just here
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    then we can see we have this Supply Zone
  • 00:05:50
    just up here previous one was retested
  • 00:05:52
    so now we can Mark out that supply and
  • 00:05:55
    now we know when price comes into this
  • 00:05:56
    area here we would look to sell with our
  • 00:05:58
    stop loss above the high
  • 00:06:00
    so what we can do within Forex test of 5
  • 00:06:02
    is actually place an order uh and I'm
  • 00:06:04
    going to show you some of the reasons
  • 00:06:05
    why I really like this platform it
  • 00:06:06
    allows you to do builtin risk management
  • 00:06:09
    which when I was using some of the other
  • 00:06:10
    back testing platforms they don't allow
  • 00:06:12
    this so you actually have to do position
  • 00:06:13
    sizing if you want to be as realistic as
  • 00:06:16
    possible with your testing it really
  • 00:06:18
    takes up a lot of time and makes it kind
  • 00:06:20
    of tedious to do so I really like this
  • 00:06:22
    builtin process this makes it a lot
  • 00:06:24
    better for me and then what we can do is
  • 00:06:26
    place an order and as you can see it
  • 00:06:27
    pretty much is identical to what we
  • 00:06:29
    would do within the metatrader desktop
  • 00:06:30
    platform we've got our entry at the
  • 00:06:32
    bottom of the zone I'm going to go a
  • 00:06:33
    little one pip higher for the stop loss
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    clear in the top of the zone and then
  • 00:06:37
    our Target is down into the low okay
  • 00:06:38
    following on from what we spoke about in
  • 00:06:40
    our trading plan now we're risking 1%
  • 00:06:43
    here we have a $50,000 account all of
  • 00:06:45
    that is totally able to be fine-tuned so
  • 00:06:47
    you can set your starting balance you
  • 00:06:48
    can set your time zones so now if we
  • 00:06:50
    place that order we can see that we have
  • 00:06:52
    a sell limit at this level we have a
  • 00:06:54
    stop loss at the high and we have our
  • 00:06:55
    Target down into the low now I'm going
  • 00:06:57
    to delete all the objects here and want
  • 00:06:59
    going to do is actually just leave us
  • 00:07:00
    with our trade order and now we can
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    actually allow the market to play
  • 00:07:04
    forward in real time by resuming the
  • 00:07:06
    project and we get to see what the
  • 00:07:08
    market would act like in an actual
  • 00:07:10
    trading scenario and as the market moves
  • 00:07:12
    down towards our Target you can see on
  • 00:07:14
    the open positions order that we
  • 00:07:15
    actually see this profit stacking up so
  • 00:07:17
    right now we're running around 3% on
  • 00:07:19
    this position if this fills the take
  • 00:07:20
    profit I think we get around 6% in
  • 00:07:22
    profit or 5% and if it loses obviously
  • 00:07:24
    we're going to lose 1% because that's
  • 00:07:26
    what we've risked so as you can see this
  • 00:07:28
    is a super realistic Trading environment
  • 00:07:30
    uh and it pretty much allows you to
  • 00:07:31
    trade and build experience for your
  • 00:07:33
    systems as well as collect the data and
  • 00:07:35
    build your confidence there in a very
  • 00:07:37
    realistic scenario you can even see the
  • 00:07:39
    candles moving step by step and I think
  • 00:07:41
    that ability to speed it up or slow it
  • 00:07:43
    down is really good because you get to
  • 00:07:44
    see what actual candle movements would
  • 00:07:46
    be like when you were in a trade so as
  • 00:07:48
    you just saw there when the trade hit
  • 00:07:49
    take profit we now get this trade
  • 00:07:51
    history okay we have the sell was
  • 00:07:53
    entered there the buy was taken there so
  • 00:07:55
    that's where we got in that's where we
  • 00:07:56
    got out and as you can see now the
  • 00:07:58
    balance down here has actually gone up
  • 00:08:00
    in the same way with a metatrader we are
  • 00:08:02
    now up
  • 00:08:04
    $2,946 so we did make around 6% or sixr
  • 00:08:07
    on that trade if we go to account
  • 00:08:09
    history we'll actually see that setup in
  • 00:08:11
    there as well so it gives you a really
  • 00:08:13
    realistic and enjoyable trading platform
  • 00:08:14
    to work within and the best thing about
  • 00:08:16
    it is while you're actually collecting
  • 00:08:18
    this information it saves all of the
  • 00:08:20
    data for you in the background so if you
  • 00:08:22
    head over to the windows Tab and click
  • 00:08:24
    statistics you will now see all of the
  • 00:08:26
    trades we've taken which obviously for
  • 00:08:27
    this project is only one so far will be
  • 00:08:30
    tracked within here and this is going to
  • 00:08:32
    allow you to see your win rates average
  • 00:08:34
    winning trade size your average losing
  • 00:08:35
    trade size how long your winning and
  • 00:08:37
    losing trades take to play out how much
  • 00:08:39
    profit per week or month you collect and
  • 00:08:41
    it's even going to provide you with your
  • 00:08:43
    expected outcome value over a long
  • 00:08:44
    enough time span once you've taken a
  • 00:08:46
    bunch of Trades so it will give you your
  • 00:08:48
    expected monthly returns your expected
  • 00:08:50
    weekly returns and all of this super
  • 00:08:51
    valuable information now the reason I
  • 00:08:53
    really like this is because on other
  • 00:08:55
    back testing platforms or if you're back
  • 00:08:56
    testing with trading view you have to
  • 00:08:58
    save all of this information yourself
  • 00:09:00
    otherwise you're not really going to get
  • 00:09:01
    the most out of your testing so being
  • 00:09:02
    able to just collect it straight in here
  • 00:09:04
    is in my opinion really really nice now
  • 00:09:06
    the next thing we would do is screenshot
  • 00:09:08
    this chart move it over to our folder
  • 00:09:10
    structure or our note taking platform
  • 00:09:11
    because this way we actually get to see
  • 00:09:13
    the trade after the fact so we can go
  • 00:09:15
    back and instead of just looking at
  • 00:09:16
    numbers we also get to see the actual
  • 00:09:18
    charts that we executed so what we would
  • 00:09:20
    do is simply mark up this chart for the
  • 00:09:22
    reasons we executed the trade so we have
  • 00:09:24
    our supply Zone there that we entered on
  • 00:09:26
    we could put a note saying our stop-
  • 00:09:28
    loss was above this level we could put a
  • 00:09:30
    note saying that takeprofit was down at
  • 00:09:32
    this low here and then you'll see that
  • 00:09:34
    this actually fits perfectly into what
  • 00:09:35
    we designed in that trading plan and now
  • 00:09:37
    if you save enough of these trades
  • 00:09:39
    you've got a massive Bank of information
  • 00:09:41
    that you can look back on to see what
  • 00:09:43
    your great trades look like and what
  • 00:09:44
    your poor trades look like and you'll
  • 00:09:45
    find patterns within those as well which
  • 00:09:47
    is going to further allow you to refine
  • 00:09:49
    your strategy and Achieve better
  • 00:09:51
    Statistics over here in a back testing
  • 00:09:52
    scenario before you take it to the live
  • 00:09:54
    markets and that's it that is The
  • 00:09:56
    Ultimate Guide to back testing your
  • 00:09:58
    strategy and why you should do it so
  • 00:10:00
    it's actually quite a simple process but
  • 00:10:02
    most people Overlook it or ignore it
  • 00:10:04
    entirely because they can't be bothered
  • 00:10:05
    to put in the work I've never seen
  • 00:10:07
    someone get worse from back testing and
  • 00:10:09
    for myself it's actually the thing that
  • 00:10:10
    allowed me to push over the line and
  • 00:10:12
    build the confidence on the systems I
  • 00:10:14
    developed to actually apply them
  • 00:10:15
    properly to the live markets and achieve
  • 00:10:17
    the success that I was looking for so I
  • 00:10:19
    definitely recommend you try it out and
  • 00:10:20
    stick to it long term because it's going
  • 00:10:21
    to build confidence experience and
  • 00:10:24
    valuable data that will allow you to
  • 00:10:26
    trade your systems to your best possible
  • 00:10:28
    efficiency when it comes comes to
  • 00:10:29
    trading live now if you're interested in
  • 00:10:31
    getting Forex tester 5 which is the back
  • 00:10:33
    testing platform I've showed you in this
  • 00:10:34
    video head over to the link in the
  • 00:10:36
    description there's a 10% discount on
  • 00:10:37
    there and that will be layered on top of
  • 00:10:39
    any sales or discounts that Forex tester
  • 00:10:42
    themselves are running so you should be
  • 00:10:43
    able to get a really good price and for
  • 00:10:45
    a one-off investment I think it's well
  • 00:10:47
    worth doing because you have a back
  • 00:10:48
    testing platform you can continually use
  • 00:10:50
    for years to come to collect data on any
  • 00:10:53
    systems that you want to try out and
  • 00:10:54
    continue refining your Edge if you've
  • 00:10:56
    got any questions about the back testing
  • 00:10:58
    process please let me know in the
  • 00:10:59
    comments below and I'll be happy to help
  • 00:11:00
    you out where I can that's it for this
  • 00:11:02
    video I hope you've enjoyed it if you
  • 00:11:03
    have please drop a like make sure you
  • 00:11:05
    subscribe to my channel I post
  • 00:11:06
    educational videos and Analysis videos
  • 00:11:08
    every single week that's all from me
  • 00:11:10
    thank you for watching and I'll see you
  • 00:11:11
    in the next one
タグ
  • backtesting
  • Forex Tester 5
  • estratégia de negociação
  • ganhos
  • confiança
  • mercados financeiros
  • análise de dados
  • plano de negociação
  • gestão de risco
  • trading