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Thank everyone :>
If the data sample for evaluation needs 30/1000 trades to be sound
statistically, then does the out of the sample evaluation also need
30/1000 trades too?
Such as
Periods # Trades
[2002-2003] 30/1000 [Sample for evaluation]
[2004-2005] 30/1000 ??? [Out of Sample evaluation]
Thank you for any suggestion.
Eric :>
--- In equismetastock@xxxxxxxxxxxxxxx, "rvalue1" <rvalue1@xxxx> wrote:
> I would contend that if you generated >30 trades in the up
direction
> for a sufficiently long period 2 years or so, you would have
> confidence that the system does well in the up direction. Same for
> down and catch the sideways as it transitions. Very unusual to
find
> a great system up, down and sideways!! If you have one, let me
know.
>
> If you are waiting for 1000 trades, you must trade very often.
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Ed Hoopes"
> <reefbreak_sd@xxxx> wrote:
> > I recently attended a lecture by Keith Fitchen, the author of
> several
> > successful trading systems most notably Aberration. He says that
> > statistics on more than 1000 trades must be compiled before the
> > results can be considered valid.
> >
> > Ed Hoopes
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi
<no_reply@xxxx>
> wrote:
> > > Does anyone know how many trades the evaluation needs to be
sound
> > > statistically?
> > > Thank you in advance
> > > Eric
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