how much trades for validate a strategy

Quote from d08:

There is no magic number of trades or trades per bars. The backtest period must include different market conditions, otherwise you make the assumption that only the price behavior of last year is relevant.
Even if the strategy is on 1-minute scale and has 10 000 trades in the past 6 months, it's not validation due to not including any bearish or volatile markets.
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Bearish or volatile measured how? With daily data, right? What is measured on a daily scale is utterly irrelevant to what happens on a 1-minute scale.

There are plenty of down days in any 6-month period. How are those not "bear markets" on a 1-minute scale? There are plenty of up days in any 6-month period. How are those not "bull markets" on a 1-minute scale?

I doubt it's possible to look at a thousand serial trades in any timeframe and not have encountered every type of market condition. I'd love to see solid evidence pro or con.
 
Quote from kut2k2:

Bearish or volatile measured how? With daily data, right? What is measured on a daily scale is utterly irrelevant to what happens on a 1-minute scale.

There are plenty of down days in any 6-month period. How are those not "bear markets" on a 1-minute scale? There are plenty of up days in any 6-month period. How are those not "bull markets" on a 1-minute scale?

I doubt it's possible to look at a thousand serial trades in any timeframe and not have encountered every type of market condition. I'd love to see solid evidence pro or con.
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So you would consider a system with a large number of trades (>5000) and 6 months of data to be ready for trading? I've seen systems that draw a beautiful curve but if you'd go a year or more back, they lose money.
With equities, it's quite easy to find thousands of trades in a limited time period and it definitely wouldn't take into account all kinds of market conditions. It's not binary (bear/bull), volatility adds another dimension.
 
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