30 is a large sample in statistics really. Regarding latency, the way to beat it is to colocate your strategy. There is an advertiser here on ET that can do that for you.
You are right, i'm probably in a lucky period, so my figures are statistically worthless. I'm daytrading since 1990, so only 16 years, at an average of 2.43 trades a day. I did not yet reach my 10 000 trades. Can you tell me how the statistical representativity changes between 1000 and 10 000 trades? That would be very interesting. Especially the incremental change when you go up to 10 000 trades. I don't know anything about statistics but i don't think you really need 10 000 trades to judge on the reliability of a system. Is it based on philosophie -A.Puankare,J.von Neuman, Shennon theorem & You can take two dice's and order each winn/loss relation with step 100/36=approx 3% After one month result would reseived. Author performed some 50000 dice game for different win/loss relation Author performed more as 100000 real-time paper trade's and is price money trader contest winner in Germany,USA,international.But with full respect to author competitor's ,can say that exist multiple persons which are better. As author try to perform some tactic (each is limited ) he take some multiple 1000 paper attempts .But statistical significance would in each case limited . Operator ,which regulary better as 1 from 1000 can in good conditions make profit (it is author point of view ,which alsov risky) Author knew not to date ,would he meet this objective or not (to be better as 1000 competitors) Example's -Scientific World thinked 200 years ,that Cracatau is dead (until 1886j) UdSSR secret military doktrin thinked in 1930'S ,that potencial enemies in world war would U.K. and France Your respectfully
Mark D.Cook (USA Champion ) on he's side opened he's record for last year some time before . That was 15-20 trade's with with probability some 70-80% winning trades and 2-3 heavy loss.He traded some 2-3 time's in month (possibly ground - capital is great) You can ask he'm.He answered time from time http://www.markdcook.com/
Regarding latency, the way to beat it is to colocate your strategy. There is an advertiser here on ET that can do that for you. In each case selection of tactic's would limited against insituttional Alsov all broker by future market are FCM -trade from proprietary account and used information about client's behaviar to make profit (as that is not forbidden from law) in zero summ game. Author tested some 15 platform's in industry . to date better is Openecry,T4 .will test new Onyx. But in comparsion to SEC products broker's only OEC not demanded payement for platform Your respectfully