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> Using Dave DeLuca's Random Trader code, I've been testing various exit
> strategies and their properties.
Why not go whole-hog?
Is there a way to test an exit strategy assuming separate entries on
EVERY bar of the data series?
Is this is a smart idea?
Obviously many different entries would exit on the same bar (depending
on the exit strategy used), but I'm not sure if that invalidates the
idea completely ...
One or other thought, it's possible that a specific exit strategy will
work particularly well with a specific entry strategy. In that event
using Bill's evaluation method would not prove a good guide to the
usefulness of the exit strategy.
I'd love to have an example, but ... I don't. Any ideas, folks?
Presumably this becomes more of a factor the better your entry
strategies are ...
Cheers,
Cab
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