mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | I suspect the Excel pivot table results were with all market states trading at the same time...??? When using my one strategy and one state at a time method, you'll have to do each state and each strategy at a time and record the results. (9 states * X strategies). It gets tedious, but it also lets you see the equity curve for each state & strategy pair - and I like to see stability in that curve. Ending statistics alone can be misleading. I'd also suggest allowing the trades to stay open when the state ends. Hope that helps - I'll be gone for about a week. Hope someone can find the holy grail while I'm gone. ;-) Mark [Edited by mholstius on 3/17/2018 7:29 PM] | |
