how much trades for validate a strategy

Quote from Dhalsim:

3500 trades a year on ES?? HFT??
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This guy is a crank. Pathological and delusional. He's in never-never land and supplies his "employees" a new home after a year of trading and a huge benefit package; daycare, healthcare, etc.

He's even been backtesting options before they were listed! Synthesizing puts from OTC calls, no doubt.
 
Quote from drownpruf:

This guy is a crank. Pathological and delusional. He's in never-never land and supplies his "employees" a new home after a year of trading and a huge benefit package; daycare, healthcare, etc.

He's even been backtesting options before they were listed! Synthesizing puts from OTC calls, no doubt.
More...

he seems like a solid es trader..granted i'm new here but i reviewed his es stuff...looks sound to me.
 
Quote from drownpruf:

This guy is a crank. Pathological and delusional. He's in never-never land and supplies his "employees" a new home after a year of trading and a huge benefit package; daycare, healthcare, etc.

He's even been backtesting options before they were listed! Synthesizing puts from OTC calls, no doubt.
More...

I agree, half these guys come here talk a good game and give their wise analogies and almost mystical advice without actually offering anything at all.

At-least i have been honest with my approach and trading and posted my back-test results as well as other things in the hope of learning. Yet when you ask questions or any kind or data from these so called experts we get nothing.

I think allot of people get conned on this site and i think allot of people show up thinking they are smarter than they are.
 
Quote from drownpruf:

Sure Surfer, he's awesome.
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sir, check my ip..i'm in asia. i have no idea who surfer is.

while you pick on others i see you have some horrible calls yourself..i would spend more time refining your newbie strats instead of flaming others.

good night
 
Quote from nememoris:

For exmple i test a system and the result is during one year, 50 trades, 49 wins 1 lost.
If i need 10000 trades, i need 200 years...
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That's a good system nememoris.

You just need 1 more year to verify...ahem, excuse me, validate.

I started pairs trading on 38 QLD and QID trades 8 months after QID and QLD came out and it's been good since then. At certain points new information may affect your autotargets but at others the core of the system should do fine. Just tweak as needed if it improves the composite result.
 
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,

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?
 
Quote from clowner:

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?
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Are you serious? There are millions of bars of free eod data. 252 bars per year, and decades of data for longtime stocks. GE goes back to 1892, yahoo has GE data from 1962. Plenty of other old stocks to system test with. Heck, even MicroSoft goes back three decades.

Unless your system is some POS that only trades once or twice a year, there's no real challenge testing eod systems.
 
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