Sunday, December 20, 2009

So started doing statistical analysis on the data in minitab. First when I ran some pair t tests, because the variance is soooo huge, i needed something like 1000 samples for statistical significance! F THAT! So I took a deeper look at the data, and realized that I think I needed to separate the winning trades and the losing trades and do statistical analysis on them individually. That way the variance won't be all over the place.

So now I'm getting into Ninja trader, specifically the backtesting stuff. Seems very useful. Gonna spend a few days on it, maybe using new scripts and testing them out.

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