how much trades for validate a strategy

Discussion in 'Strategy Building' started by nememoris, Nov 18, 2013.

  1. pemully

    pemully

    if you have a strategy thats working well in this low volatilty market,youre far ahead of the curve.
     
    #61     Dec 3, 2013
  2. kut2k2

    kut2k2

    Bearish or volatile measured how? With daily data, right? What is measured on a daily scale is utterly irrelevant to what happens on a 1-minute scale.

    There are plenty of down days in any 6-month period. How are those not "bear markets" on a 1-minute scale? There are plenty of up days in any 6-month period. How are those not "bull markets" on a 1-minute scale?

    I doubt it's possible to look at a thousand serial trades in any timeframe and not have encountered every type of market condition. I'd love to see solid evidence pro or con.
     
    #62     Dec 3, 2013
  3. d08

    d08

    So you would consider a system with a large number of trades (>5000) and 6 months of data to be ready for trading? I've seen systems that draw a beautiful curve but if you'd go a year or more back, they lose money.
    With equities, it's quite easy to find thousands of trades in a limited time period and it definitely wouldn't take into account all kinds of market conditions. It's not binary (bear/bull), volatility adds another dimension.
     
    #63     Dec 4, 2013