Recent content by clowner

Thank you @bwolinsky. Great sentences to read between lines.

Thanks anyway, i think it's no posible to validate one EOD/system in a one year period, is it not posible to stuff 30 trades into 252 daily bars. Sorry, maybe i do not get explain it well Best.

@bwolinsky sir, what variables would we need to set a limit of exposure (average bars, holding time per trade) where the system starts losing robustness? (or please give me a reference where i can read more about that). I have some difficulties to understand. Where is the 9 come from? 105/15 = 7...

Hi kut2k2, with one single asset, and EOD time frame no way. If you need 400-600 trades per period. 252 / 400 = 0,63 bars. Or If you have 30 trades per year EOD, you need more than 14 years historical EOD data using your numbers. But i don't want to validate 14 years of trading, i...

Thanks @Dhalsim. I got it.

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

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.

So, any answer or advice on how do you validate a strategy working with EOD bars Please? Will my approach was misguided? Thanks.

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

@kut2k2: I am not joking sorry, i am just thinking about it, i don't know if it's really posible to design and validate and EOD strategy, just wondering how to do it. It seems to me i have always have to force the number of trades. I mean, if we always think about one unique asset(one stock...

Hi, so, when we design systems with daily bars (EOD) how we validate this kind of systems? it's difficult to have enough trades (system/stock or system/future with EOD bars. How do you validate this?

Hi all, so, how do you get enough number of trades if you design systems with EOD daily bars?

Thank you all, sorry for taking so long to answer. Please, could you give me some good resources or any quality training about spreading.

Hi, when you desing over EOD bars, is it difficult to obtain enough number of trades, how do you solve this? I mean, system/stock, no baskets, or you work directly with baskets due to problem.

Hi, could you help me please?, i don't know if sizing legs this way on index futures is correct.