Search results

What is the parameter name in the IB Trader Workstation account page that aligns with the equity value used during back testing when calculating available funds for the next trade? Likely choices are 'net liquidation value', 'cash', 'current available funds', 'current excess liquidity', 'buying...

Max system draw down of 22%

Weekly is all I can manage time wise. One day I'll trade daily, one day.

Supportive and helpful. :-|

Walk forward used two key params only. I'll look into cross validation.

Yes, A walk forward over 12 years produced 823 trades. A five year back test produced 463 trades.

Back testing and walk forward is completed. I'm paper trading now in IB a weekly system with an average bars (weeks) held of 46 . Avg wins are 61 bars. 68 trades per year on average. Gaining statistical significance for this system is too long for my patience. Damn, any suggestions on...