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.
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.
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