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原文链接: https://www.brookstradingcourse.com/ask-al/backtesting/ 生成时间: 2026-09-04 15:01
BPA trading room Q&A: March 17, 2015 BPA交易室问答：2015年3月17日 An article said backtesting is the first step to becoming a profitable trader. Do you agree with this and how do you advise a beginning trader to start?
有文章说回测是成为盈利交易者的第一步。你同意这种说法吗？你会怎样建议新手交易者起步？
Audio duration: 6min 9sec
音频时长：6分9秒
Audio transcript 音频文字稿 Backtesting is more complex than traders think 回测比交易者想象的要复杂得多 Every now and then, somebody brings up backtesting, and I can talk for hours about backtesting, and I think that advice is horrible advice because, backtesting is far more complicated than what most traders who backtest understand. There’s really a lot of math in backtesting, and there are all kinds of assumptions. Let me just say that most people who are backtesting and coming up with results, like in TradeStation, and they’re coming up with all these profitable strategies, are fooling themselves. They’re not intentionally fooling themselves, but they don’t understand what they are doing. They think they understand what they are doing. They’re creating stuff that just looks exactly like what TradeStation says, or any other, E-signal or anything else, MetaTrader; it doesn’t matter which one. But you will lose money if you backtest ideas and trade those ideas. You will lose money because backtesting is much more mathematically rigorous than what it appears.
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