|
PureBytes Links
Trading Reference Links
|
> What I need to know is how much of a time period would be needed to
>qualify a system as a good one? The current test was done with 95 days of
>tick data and profit amount generated is based on index points and not
>dollars.
I recall 31 as being the threshold of statistical validity for the minimum
no of trades, but I don't remember where I got that idea from.
Your system would be valid if it had a decent looking equity curve - being
consistent instead of making all the money in the first week and losing the
rest of the time. Plus you have to be absolutely certain you haven't
curve-fitted it - check by testing it blind.
Don't forget realistic slippage and commission.
Adam
|