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Hi, Kevindog
i was trying to use your excell to make montecarlo test, and i paste the 136 trades results i made from 31/10/2013 to 20/11/2013
and i was wondering what happens with
amount in " trades in 1 year"?
thanks
alejo
La lucha es de igual a igual contra uno mismo
The fight is fair against oneself
i have an strategy, that use as block, a minimun starting pack of 3 lots in 1 entry, this is the minimum risk, and in the future i can multiply xn
i managing the trade and i can get several results combining this initials possibilities:
target1 2l at 1tick exit1
target2 1l at 2tick exit2
sl -3 and if goes bad i can close it quickly before-3
theres several possibilities according if I reach or not t1 ,t2 and if the left if close it between -3,-2,-1,0,+1
i made 68 trades
i running on tradestation and tradestation consideres a trade each exit(t1and t2, or t1 and stop)), then i have
136 trades according to tradestation
i want to apply montecarlo analisys to my system, then i have 2 possibilities
my initial list of trades, or the tradestation list of trades
my questions are:
1)is correct the hypotesis to apply montecarlo with this samples, if always i use the 3lot as a block
2)which is better approach: initial list or tradestation list?
3)if i made the trades between 31/10/2013 and 20/11/2013 how can i get annual results?
thank you very much
alejo
La lucha es de igual a igual contra uno mismo
The fight is fair against oneself
No big winners in the past week or 2, but a half dozen small winners have propelled the strategy to new equity highs - and semi-respectable performance.
Just a quick note that @kevinkdog will be presenting a webinar on nexusfi.com (formerly BMT) Wednesday, December 4th @ 4:30 PM Eastern. The topic of the webinar is "Algorithmic Trading System Challenge: 5 Ways to incorrectly build a system".