On Fri, Nov 19, 2010 at 4:54 PM, new_trader <[email protected]> wrote: > > If you run a back test over recent data, is the number of trades / day > > markedly different from the forward test? > Nov. 15 - Nov. 19: back testing results: > Balancer: 1 Trade, -66$ Profit > Defender: 1 Trade, -16$ Profit > Predator: 2 Trades, -83$ Profit > TensionSeeker: 1 Trade, -492$ Profit > > It doesn't have anything to do with the release, but rather with the market environment itself. If you look at the backtest results over the longer period, you'd notice that there have been stretches of time without any trades.
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