I have set up a strategy with 10% of equity. We are in a daily EOD context. This allows me to do 10 trades per day in parallel. Now I regularly get more than 300 trades per month and I can't explain it. I have also thought of NSF positions being included somehow, but even when I do the backtest without NSF, the average is too high (for me). I can't explain how more than 300 trades per month can be made when there is a maximum of 10 trades per day.
Do you have an idea?
Do you have an idea?
Rename
Here is an example you can check on your side with the strategy "OneNight".
It's the total number of trades, not round-trips. It's correct. The maximum possible number of trades per month for this backtest would be approximately: 250 trading days per year * 20 trades per day (10 entries and 10 exits) / 12 months/year = 416.67.
Ok, the number of entries + exits (transactions). Sorry, in the german language a "trade" is "also" seen as buy+sell as unit. That was confusing me. Now it is clear.
If we say i traded AAPL, we usually mean we bought and sold it.
If we say i traded AAPL, we usually mean we bought and sold it.
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