annapolis USA
Experience: Intermediate
Platform: Ninja, MC, Sierra, Amibroker
Broker: PFG (too bad), IB, Fidelity, AMP
Trading: ES, NQ, Equities, Forex, Etc.
Posts: 276 since Jun 2011
Thanks Given: 107
Thanks Received: 235
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So after many hours coding i was able to program my strategy. I do not intend to auto trade it but I really wanted to see if had a long term consistent edge.
I portfolio tested it against the current basket of S&P 500 stocks going back to 1995 (long only for now) and my equity curve looked like attached. No optimizing, etc. just the entry at 10k/equity with a trailing stop and partial profits at a level.
Questions:
3500 trades a big enough sample size?
Why does MC portfolio chart show 3500 trades but the summary of trades shows 16,000 trades? Even if each position was partial out that would only be 7000 trades.....?
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