MIH8
- ago
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?
0
163
Solved
3 Replies

Reply

Bookmark

Sort
MIH8
- ago
#1
Here is an example you can check on your side with the strategy "OneNight".



0
Cone8
 ( 24.56% )
- ago
#2
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.
0
Best Answer
MIH8
- ago
#3
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.
0

Reply

Bookmark

Sort