Day Trading, Forex or Currencies Back Testing - A Way to Improve
Your Trading Score
You can draw some useful parallels between running a business
and Day Trading, Forex or Currencies trading. For instance, most
successful businesses keep statistics on everything from their
conversion rate, to their average dollar sale, to the number of
people that come in the door. Businesses do this to keep on top
of how they are doing on a day to day basis and businesses must
first take score before begining to improve on that score. Using
a Day Trading, Forex or Currencies back testing plan in your
trading works exactly the same way.
Now that you`re looking at Day Trading, Forex or Currencies
trading as a business, you need to learn some valuable
statistics about your system so you can improve it`s
performance. You would use a Day Trading, Forex or Currencies
back testing method. You can`t improve your system unless you
have something to measure it against. How could you expect to
improve your trading unless you knew what it was you were
looking to improve? You can discover these measurements and
other valuable information about your trading system, by using a
Day Trading, Forex or Currencies back testing plan.
There are two ways that you can use a Day Trading, Forex or
Currencies back testing plan to back test a system. You can do
it manually, which can be a drawn out and labour intensive
process, or you can do it with the aid of some software
packages. Unfortunately, I recommend you do it by hand when you
first start out. You`ll get a much better feel for your system,
and you`ll understand exactly how using a Day Trading, Forex or
Currencies back testing plan works in all its intricacies. Once
you have the Day Trading, Forex or Currencies back testing plan
and the in depth knowledge, you could look at finding a software
package that does it for you.
There are a few major statistics on your Day Trading, Forex or
Currencies back testing plan that you need that you will uncover
through back testing. The first statistic you need to become
familiar with is the R multiple principal. R stands for risk,
the risk you take on any trade when you enter the market. The R
multiple of a trade is the ratio of the profit or loss compared
to the amount of money risked to make the profit or loss.
Therefore, if you risk $200 dollars in your initial purchase,
and you make a profit of $1,000, you have made five times the
amount you risked in the trade. You have an R multiple of five.
This statistic gives you a good idea of the relative size of
your profits to your losses. You can compare the average size of
your winning trades with the average size of your losing trades.
The next statistic you`ll find useful is your win to loss ratio.
This is how many times you get a winning trade in proportion to
how many times you get a losing trade. For example, if you had
ten trades, four of those trades were winners, and six were
losers, your win to loss ratio is simply four to six. This is
your hit rate; you`ll get 40% of your trades correct.
With these two simple statistics, you can calculate the average
size of your profits and of your losses, multiply these figures
with your win to loss ratio, and calculate on average how much
money you make with every dollar you risk.
For those of you who think this sounds like a too much work,
particularly using a Day Trading, Forex or Currencies back
testing plan that you need to do to uncover these statistics,
consider this scenario: Imagine yourself trading a system that
you knew had a win to loss ratio of 60/40. You made profit on
every six trades and lost one out of every four. How do you
think you would feel, where would your confidence level be,
after you traded the system for a little while and you received
a string of 11 losses in a row?
Now, you know that this system has a win to loss ratio of six to
four. Would you have the confidence to open another trade if
your system brought up another buy signal after getting 11
trades wrong?
Unless you use Day Trading, Forex or Currencies back testing
plan to back tested your system, I doubt that your confidence
level will remain high. That trading system may be a fantastic
profitable system. However, since you didn`t use your Day
Trading, Forex or Currencies back testing plan to back test it,
you don`t know that historically this system received up to 13
losses in a row, but was still profitable.
Here`s another point you may not have picked up unless you used
your Day Trading, Forex or Currencies back testing plan. Once
you`ve set your money management rules and you begin to trade,
you will likely experience a string of losses. Countless times,
I`ve had clients who get disheartened by this fact because they
don`t understand the nature of setting good management. If
you`re adhering to the rules of cutting your losses short and
letting your profits run, because you`re cutting your losses
short, those trades are going to last for a shorter amount of
time.
This means once you begin trading the odds of getting losses
early in the game are much higher than getting a winning trade.
This is particularly true when you consider that many successful
trading systems run on a 40/60 win to loss ratio. However, you
will never know the intricacies of your system unless you use a
Day Trading, Forex or Currencies back testing plan and back test
it.
Using a Day Trading, Forex or Currencies back testing plan, will
help you to understand what works and what doesn`t. It will give
you the statistics to gauge the effectiveness of your trades. It
fills in your scorecard, and allows you to make improvements.
But, you shouldn`t simply believe everything I`ve told you.
Instead, you need to prove it to yourself by using some Day
Trading, Forex or Currencies back testing plans and back test
your system.
David Jenyns, leading expert in designing profitable trading
systems, offers a huge free collection of trading related tips
and tricks. http://fo
rexcurrencytradingsystems.com/index.php