Thank you @bwolinsky. Great sentences to read between lines.
Thanks anyway, i think it's no posible to validate one EOD/system in a one year period, is it not posible to stuff 30 trades into 252 daily bars....
@bwolinsky sir, what variables would we need to set a limit of exposure (average bars, holding time per trade) where the system starts losing...
with one single asset, and EOD time frame no way. If you need 400-600 trades per period.
252 / 400 = 0,63 bars.
Thanks @Dhalsim. I got it.
@Dhalsim, how do you obtain 95,500?. Thanks.
@bwolinsky please, how do you estimate the number of trades in relation to the number of bars? i don't understand well your...
So, any answer or advice on how do you validate a strategy working with EOD bars Please?
Will my approach was misguided?
So, any answer or advice on how do you validate a strategy working with EOD bars?
@kut2k2: I am not joking sorry, i am just thinking about it, i don't know if it's really posible to design and validate and EOD strategy, just...
so, when we design systems with daily bars (EOD) how we validate this kind of systems? it's difficult to have enough trades (system/stock...
so, how do you get enough number of trades if you design systems with EOD daily bars?
Thank you all,
sorry for taking so long to answer. Please, could you give me some good resources or any quality training about spreading.
when you desing over EOD bars, is it difficult to obtain enough number of trades, how do you solve this? I mean, system/stock, no baskets,...
Hi, could you help me please?, i don't know if sizing legs this way on index futures is correct.
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