how much trades for validate a strategy

The op only needs a t,n, or f test with at least 30 trades since he has 50 trades on 250 bars he's in the market at least 20% of the time with plenty of significance

You are talking about 250*390=97,500 annual bars meaning at 15 minutes apiece you'd need to have trades in at least 1-2% of the data or trades in 975-1950 bars so at 15 minutes 65-130 trades would show enough significance and you should only use it if calmar (apr:dd)>1.

 

So, any answer or advice on how do you validate a strategy working with EOD bars?

 

So, any answer or advice on how do you validate a strategy working with EOD bars Please?

Will my approach was misguided?

Thanks.

 

42 (sorry, couldn't help it)

 

Thanks dbphoenix.

@bwolinsky please, how do you estimate the number of trades in relation to the number of bars? i don't understand well your calculus, it's very interesting.

 

Thanks.

If i understand this correctly then let me apply this to one of my strategies:

It is on 1min chart. Based on backtest results the avg bars in trade is 105.
So 95,500 bars annually and 105 bar avg trade then i need to trade in atleast 1%-2% of data so 975-1950 bars, at 105 this is 9 trades or 18.5 trades per year??? This can't be right can it?

Also, annual rate of return is 14.9% and max strategy draw down is 3.45%.

 

@Dhalsim, how do you obtain 95,500?. Thanks.

 

Blowinsky did in his example. I said i am using 1min data and therefore in a single day there 390 bars (1min bar in a single day).

390 (1min bars) * 250 trading days per year = 95500 bars of 1min bars in a single year

 

Thanks @Dhalsim. I got it.

 

400 to 600 trades. JMO.