I have developed a strategy and ran a lot of backtesting. It turns out that there might be an issue with results consistency. I have the "Min bars required" set to 3 (three).
Example:
A)I run my strategy from 01/01/12 to 03/31/12 and I get 200 trades with 56 trades (57% profitable)
B) From 01/01/2012 to 01/31/2012 ZERO trades
C) From 02/01/2012 to 02/29/2012 ZERO trades
C) From 03/01/2012 to 03/31/2012 ZERO trades
Can anyone please shed some lights
Thanks!
Comment