Results: 19.000.000.000
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Ending balance $19,301,562,247.62
CAGR 501.4%
MAR 8.32
Sharpes 1.83 & 1.13
Drawdowns 60.3% & 44.0% (oké, is much)
periods DD 6.7
trades 2268
WHAT NOW?
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Erwin
Thanks for your reaction. I understand your point. Of course you would give away too much if it was enough in your opinion. But....Forum Mgmnt wrote:There is way too little data included with the Demo version for one to draw any conclusions about likely performance.
This concept has been discussed here before and will come up again.
The sensitivity to portfolio and particular parameters is far to high if you don't test with enough data. I always recommend as much data as you can get, at least 20 years worth.
- Forum Mgmnt
Precisely. This is exactly where one of the intraday systems' advantages occurs: more different market conditions in the history used for testing. For example, if you base your system on 30 min intervals within 6 year S&P history you'll have 13*250*6 = 19,500 bars which represent "market conditions". In EOD testing with 20 years - only 5,000 bars. In 20,000 bars we have plenty of trending, choppy & flat periods, gaps, price spikes, etc.Forum Mgmnt wrote: So the reason to use many years of data is not so much to get a certain number of trades, but because we want to have the best chance that our tests include a sufficient variety of market conditions that they are representative of what is likely to occur in the future.