Looking at about 9 months of data ( original CME + IB june - oct ) , I don't have a definitve way of judging relative performance. Some strategies have more trades, some have better PI + Kelly, some have greater overall profit. Since performance judgment is kind of a multi- variable optimization problem. 1) How are folks determining one strategy is better than another using multiple criteria such as PI,Kelly,net profit, # of trades. 2) At what point do you feel you have a good enough strategy to trade? 3) Is there a point where # of trades starts to become insignificant?
--~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
