Over 1 month backtesting period, I had a total of about 50 trades, it made 880 pips.
Unfortunately, the mean of each trade is 18.xx and variance is 121. To be statistically significant, we have to have at least 500 samples-ish.
So I think I'll have to develop a testing system for this. I tried to use ninja trader but it's not cooperating. I guess I can try to do it in metatrader... but that requires learning MQL... or whatever its called. We'll see.
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