I'm sure this will have been flagged before but would anybody else like to see this changed? The analyzer uses 365 trading days per year instead of 220 ! Is there a reason for this as it would seem to render any generated results very inaccurate.
It does after all render any statistic ie profit per day, loss per day, etc etc etc all useless if the 365 has been used throughout all of the calculations within the analyzer, if it hasn't been used in other calculations why use it for the trades per day ............ Hmmmmm !!
Not a massive issue to resolve but it would at least start to produce some more accurate results ...... possibly.
Maybe even a variable could be added here so those that can't trade every day could put in a figure say 100 trading days and the analyzer will select a random 20 Mondays from 50, a random 20 Tuesdays from 50 etc etc assuming the look back period was 1 year otherwise it would be a random 40 Mondays from 100 if the look back were 2 years etc etc.
Please will all who read this add their thoughts.
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