{"id":604618,"date":"2024-01-19T15:00:52","date_gmt":"2024-01-19T14:00:52","guid":{"rendered":"https:\/\/ftmo.com\/?p=604618"},"modified":"2024-03-15T12:10:35","modified_gmt":"2024-03-15T11:10:35","slug":"ktere-jsou-nejhorsi-chyby-pri-backtestingu","status":"publish","type":"post","link":"https:\/\/ftmo.com\/cs\/ktere-jsou-nejhorsi-chyby-pri-backtestingu\/","title":{"rendered":"Kter\u00e9 jsou nejhor\u0161\u00ed chyby p\u0159i backtestingu?"},"content":{"rendered":"

Backtesting by m\u011bl b\u00fdt ned\u00edlnou sou\u010d\u00e1st\u00ed procesu tvorby funk\u010dn\u00ed obchodn\u00ed strategie ka\u017ed\u00e9ho tradera. P\u0159esto\u017ee se m\u016f\u017ee zd\u00e1t, \u017ee jde o jednoduch\u00fd n\u00e1stroj, kter\u00fd zvl\u00e1dne ka\u017ed\u00fd, mnoho trader\u016f d\u011bl\u00e1 v\u00a0backtestingu chyby, kter\u00e9 vedou ke zkreslen\u00ed v\u00fdsledk\u016f a n\u00e1sledn\u00fdm ztr\u00e1t\u00e1m v\u00a0re\u00e1ln\u00e9m tradingu.<\/em><\/p>\n

O backtestingu<\/a>, jeho vyu\u017eit\u00ed, a tak\u00e9 o tom, jak si s jeho pomoc\u00ed m\u016f\u017eete zlep\u0161it vstupy a v\u00fdstupy u sv\u00e9 ji\u017e funguj\u00edc\u00ed strategie, jsme psali n\u011bkolikr\u00e1t. Dnes se ale pod\u00edv\u00e1me na to, \u010demu byste se p\u0159i backtestingu m\u011bli vyhnout, aby se z va\u0161\u00ed strategie nestala \u010dern\u00e1 d\u00edra pro v\u00e1\u0161 kapit\u00e1l na FTMO trading \u00fa\u010dtu<\/a>.<\/p>\n

Je\u0161t\u011b p\u0159edt\u00edm, ne\u017e s\u00a0backtestingem v\u016fbec za\u010dnete, byste si m\u011bli ujasnit p\u00e1r z\u00e1kladn\u00edch pravidel. Backtesting byste m\u011bli d\u011blat na co mo\u017en\u00e1 nejv\u011bt\u0161\u00edm vzorku dat, je\u0161t\u011b p\u0159ed samotn\u00fdm backtestingem byste m\u011bli m\u00edt definov\u00e1n obchodn\u00ed pl\u00e1n a v\u00a0r\u00e1mci strategie stanovena jasn\u00e1 pravidla t\u00fdkaj\u00edc\u00ed se risk managementu, kter\u00e1 budete dodr\u017eovat.<\/p>\n

D\u016fslednost se vypl\u00e1c\u00ed<\/h2>\n

Stejn\u011b jako funguje obchodn\u00ed den\u00edk u tradingu, i u backtestingu byste si m\u011bli v\u00e9st podrobn\u00e9 z\u00e1znamy o v\u00fdsledc\u00edch a po samotn\u00e9m backtestingu byste m\u011bli ud\u011blat po\u0159\u00e1dnou anal\u00fdzu, kter\u00e1 v\u00e1m pom\u016f\u017ee ur\u010dit\/vylep\u0161it z\u00e1kladn\u00ed parametry strategie, jako RRR, MAE, MFE<\/a>, \u00fasp\u011b\u0161nost, ziskov\u00e9 a ztr\u00e1tov\u00e9 s\u00e9rie, maxim\u00e1ln\u00ed drawdown apod.<\/p>\n

Kdy\u017e u\u017e v\u00edte, co m\u00e1te d\u011blat a pust\u00edte se do backtestingu, m\u011bli byste se vyvarovat n\u011bkolika z\u00e1kladn\u00edch chyb, kter\u00e9 d\u011blaj\u00ed jak za\u010d\u00ednaj\u00edc\u00ed obchodn\u00edci, tak i profesion\u00e1ln\u00ed trade\u0159i vyu\u017e\u00edvaj\u00edc\u00ed k\u00a0backtestingu sofistikovan\u00e9 n\u00e1stroje.<\/p>\n

\"\"<\/a><\/p>\n

Vyu\u017e\u00edv\u00e1n\u00ed budouc\u00edch dat<\/h2>\n

Jednou ze z\u00e1kladn\u00edch chyb backtestingu je vyu\u017e\u00edv\u00e1n\u00ed dat, kter\u00e9 byste p\u0159i b\u011b\u017en\u00e9m obchodov\u00e1n\u00ed je\u0161t\u011b nemohli m\u00edt k\u00a0dispozici (tzv. look-ahead bias). Je to stejn\u00e9, jako byste na re\u00e1ln\u00e9m trhu dnes p\u0159i rozhodov\u00e1n\u00ed o vstupu do trhu vyu\u017e\u00edvali z\u00edt\u0159ej\u0161\u00ed ceny. To pak m\u016f\u017ee v\u00e9st ke zkreslen\u00fdm v\u00fdsledk\u016fm a zav\u00e1d\u011bj\u00edc\u00edm z\u00e1v\u011br\u016fm.<\/p>\n

K\u00a0t\u00e9to chyb\u011b m\u016f\u017ee doj\u00edt, kdy\u017e do sv\u00e9 strategie nev\u011bdomky za\u0159ad\u00edte investi\u010dn\u00ed instrument, kter\u00fd m\u011bl v\u00a0ur\u010dit\u00e9m obdob\u00ed velmi dobr\u00e9 v\u00fdsledky (nap\u0159\u00edklad akciov\u00fd index p\u0159ed za\u010d\u00e1tkem b\u00fd\u010d\u00edho trhu nebo m\u011bnov\u00fd p\u00e1r, kter\u00fd se v\u00a0ur\u010dit\u00e9m obdob\u00ed pohyboval v\u00a0dlouh\u00fdch a siln\u00fdch trendech). Ve skute\u010dnosti byste ale na za\u010d\u00e1tku dan\u00e9ho obdob\u00ed nev\u011bd\u011bli, \u017ee jeho v\u00fdsledky v\u00a0budoucnu budou tak dobr\u00e9 a va\u0161e strategie by tak nemusela na re\u00e1ln\u00e9m trhu fungovat. P\u0159i budov\u00e1n\u00ed strategie<\/a> tak s\u00a0touto mo\u017enost\u00ed mus\u00edte po\u010d\u00edtat a vyhnout se j\u00ed m\u016f\u017eete t\u00edm, \u017ee obdob\u00ed, v\u00a0n\u011bm\u017e budete svou strategii testovat, bude co nejdel\u0161\u00ed.<\/p>\n

P\u0159\u00edli\u0161n\u00e1 optimalizace<\/h2>\n

T\u00e9to chyby se m\u016f\u017eete dopustit, kdy\u017e se sna\u017e\u00edte na z\u00e1klad\u011b minul\u00fdch dat optimalizovat a vylep\u0161ovat svou strategii do t\u00e9 doby, a\u017e bude na dan\u00e9m vzorku dat fungovat podle va\u0161ich p\u0159edstav. P\u0159i backtestov\u00e1n\u00ed strategie se j\u00ed m\u016f\u017eete dopustit spole\u010dn\u011b s\u00a0p\u0159ede\u0161lou chybou. Na prvn\u00ed pohled jde o logick\u00fd krok, jak vylep\u0161it strategii, ale ve skute\u010dnosti jde jen o p\u0159izp\u016fsobov\u00e1n\u00ed strategie dan\u00e9mu vzorku dat.<\/p>\n

\u0158e\u0161en\u00edm m\u016f\u017ee b\u00fdt zjednodu\u0161en\u00ed strategie a jej\u00ed n\u00e1sledn\u00e9 testov\u00e1n\u00ed v \u201ez\u00e1kladn\u00edm nastaven\u00ed\u201c na v\u011bt\u0161\u00edm mno\u017estv\u00ed instrument\u016f. Pokud nechcete testovat svou strategie na r\u016fzn\u00fdch instrumentech, je nejlep\u0161\u00edm \u0159e\u0161en\u00edm p\u0159idat \u010dasov\u00fd interval, v\u00a0n\u011bm\u017e strategii testujete. Pokud nap\u0159\u00edklad strategie fungovala v\u00a0posledn\u00edch dvou letech a bude fungovat i po prodlou\u017een\u00ed intervalu na p\u011bt let a v\u00edce, m\u00e1te v\u011bt\u0161\u00ed \u0161anci, \u017ee budete \u00fasp\u011b\u0161n\u00ed i v\u00a0re\u00e1ln\u00fdch podm\u00ednk\u00e1ch.<\/p>\n

\"\"<\/a><\/p>\n

Ignorov\u00e1n\u00ed vlivu re\u00e1ln\u00e9ho trhu<\/h2>\n

Psychologie<\/h3>\n

Mnoho trader\u016f o\u010dek\u00e1v\u00e1, \u017ee po p\u0159echodu na re\u00e1ln\u00e9 obchodov\u00e1n\u00ed budou v\u00fdsledky \u00fapln\u011b stejn\u00e9, jako u backtestingu, ale situace je nakonec o dost jin\u00e1. P\u0159i backtestingu v\u00e1s nap\u0159\u00edklad v\u016fbec neovliv\u0148uj\u00ed emoce. Testovan\u00e9 obchody jste v\u017edy otev\u00edrali a uzav\u00edrali na \u201eide\u00e1ln\u00edch hodnot\u00e1ch\u201c, ale emoce v\u00e1s na re\u00e1ln\u00e9m trhu nut\u00ed uzav\u00edrat ziskov\u00e9 obchody p\u0159\u00edli\u0161 brzo, nebo zbyte\u010dn\u011b upravujete Stop Loss.<\/p>\n

N\u00e1klady<\/h3>\n

Dal\u0161\u00edm probl\u00e9mem m\u016f\u017ee b\u00fdt, \u017ee p\u0159i sv\u00e9m bactestingu nepo\u010d\u00edt\u00e1te s\u00a0poplatky, spready nebo skluzy. U n\u011bkter\u00fdch m\u00e9n\u011b likvidn\u00edch instrument\u016f p\u0159itom mohou b\u00fdt spready nebo skluzy pom\u011brn\u011b velk\u00e9 a u n\u011bkter\u00fdch obchod\u016f mohou b\u00fdt d\u016fvodem, \u017ee obchod neskon\u010d\u00ed v\u00a0zisku, ale ve ztr\u00e1t\u011b. Na jednom obchodu se rozd\u00edl mezi backtestingem a re\u00e1ln\u00fdm trhem nemus\u00ed projevit, ale v\u00a0del\u0161\u00edm horizontu mohou b\u00fdt rozd\u00edly ve v\u00fdsledc\u00edch diametr\u00e1ln\u00ed.<\/p>\n

Spr\u00e1vn\u00fd \u010das obchodov\u00e1n\u00ed<\/h3>\n

P\u0159i backtestingu si \u010dasto nemus\u00edte uv\u011bdomit, \u017ee velk\u00e1 \u010d\u00e1st va\u0161ich ziskov\u00fdch obchod\u016f byla realizov\u00e1na v\u00a0\u010dasech, kdy re\u00e1ln\u011b na trz\u00edch nebudete p\u0159\u00edtomen. Rovn\u011b\u017e je pot\u0159eba br\u00e1t v\u00a0\u00favahu, \u017ee n\u011bkter\u00e9 v\u00fdrazn\u011bj\u0161\u00ed pohyby na trz\u00edch se d\u011bj\u00ed po publikov\u00e1n\u00ed d\u016fle\u017eit\u00fdch makrodat, a tyto obchody v\u00a0re\u00e1ln\u00e9m obchodov\u00e1n\u00ed tak\u00e9 nemus\u00ed b\u00e1t realizovateln\u00e9.<\/p>\n

\"\"<\/a><\/p>\n

Trh je \u017eiv\u00fd organismus<\/h3>\n

P\u0159i backtestingu si mus\u00edte uv\u011bdomit, \u017ee trh je \u017eiv\u00fd organismus, kter\u00fd se neust\u00e1le m\u011bn\u00ed a vyv\u00edj\u00ed. To, co mohlo fungovat p\u0159ed deseti lety, dnes fungovat nemus\u00ed, a proto je dobr\u00e9 to b\u00e1t v\u00a0\u00favahu ji\u017e p\u0159i backtestingu a podle toho upravit dobu testov\u00e1n\u00ed. Rovn\u011b\u017e byste m\u011bli br\u00e1t v\u00a0\u00favahu, \u017ee i kdy\u017e testujete svou strategii na jednom instrumentu, ten je ovliv\u0148ov\u00e1n chov\u00e1n\u00edm jin\u00fdch instrument\u016f ve stejn\u00e9 t\u0159\u00edd\u011b aktiv, ale tak\u00e9 instrumenty z\u00a0jin\u00fdch t\u0159\u00edd aktiv. Kdy\u017e se rozhodnete testovat strategii na v\u011bt\u0161\u00edm po\u010dtu instrument\u016f, m\u011bli byste si vyb\u00edrat instrumenty, jejich\u017e korelace je velmi n\u00edzk\u00e1. D\u00edky tomu zjist\u00edte, jestli je strategie vhodn\u00e1 pro v\u00edce instrument\u016f, nebo se budete muset zam\u011b\u0159it pouze na jednu t\u0159\u00eddu aktiv, nebo vybran\u00fd investi\u010dn\u00ed n\u00e1stroj.<\/p>\n

Z\u00e1v\u011br<\/h2>\n

Pokud se d\u011bl\u00e1 spr\u00e1vn\u011b, je backtesting u\u017eite\u010dn\u00fd analytick\u00fd n\u00e1stroj, kter\u00fd v\u00e1m pom\u016f\u017ee naj\u00edt spr\u00e1vnou strategii, kter\u00e9 m\u016f\u017eete v\u011b\u0159it a kter\u00e1 vyhovuje va\u0161emu stylu. Z\u00e1rove\u0148 ale jeho v\u00fdsledky nen\u00ed radno p\u0159ece\u0148ovat a mus\u00edte si uv\u011bdomit, \u017ee nejde o n\u00e1stroj, jen\u017e v\u00e1m pom\u016f\u017ee p\u0159edv\u00eddat budoucnost. Je pot\u0159eba mu v\u011bnovat dostatek \u010dasu a vyvarovat se zbyte\u010dn\u00fdch chyb zm\u00edn\u011bn\u00fdch v\u00a0\u010dl\u00e1nku, a pak se m\u016f\u017ee st\u00e1t t\u00edm, co z\u00a0v\u00e1s ud\u011bl\u00e1 dlouhodob\u011b ziskov\u00e9ho tradera. Obchodujte bezpe\u010dn\u011b!<\/p>\n","protected":false},"excerpt":{"rendered":"

Backtesting by m\u011bl b\u00fdt ned\u00edlnou sou\u010d\u00e1st\u00ed procesu tvorby funk\u010dn\u00ed obchodn\u00ed strategie ka\u017ed\u00e9ho tradera. P\u0159esto\u017ee se m\u016f\u017ee zd\u00e1t, \u017ee jde o jednoduch\u00fd n\u00e1stroj, kter\u00fd zvl\u00e1dne ka\u017ed\u00fd, mnoho trader\u016f d\u011bl\u00e1 v\u00a0backtestingu chyby, kter\u00e9 vedou ke zkreslen\u00ed v\u00fdsledk\u016f a n\u00e1sledn\u00fdm ztr\u00e1t\u00e1m v\u00a0re\u00e1ln\u00e9m tradingu. O backtestingu, jeho vyu\u017eit\u00ed, a tak\u00e9 o tom, jak si s jeho pomoc\u00ed m\u016f\u017eete zlep\u0161it […]<\/p>\n","protected":false},"author":44,"featured_media":604685,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"inline_featured_image":false,"footnotes":""},"categories":[88909],"tags":[],"class_list":["post-604618","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-rady-a-tipy"],"acf":[],"yoast_head":"\nKter\u00e9 jsou nejhor\u0161\u00ed chyby p\u0159i backtestingu? | FTMO<\/title>\n<meta name=\"description\" content=\"Backtesting by m\u011bl b\u00fdt ned\u00edlnou sou\u010d\u00e1st\u00ed procesu tvorby funk\u010dn\u00ed obchodn\u00ed strategie. 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