mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | Hi Tom, I’m still not home, but would like to suggest that you set the trading % of equity for your testing to 1% ( and possibly also use the 2X margin to “take additional trades” ). That way you should never hit an available equity limit and you’ll see all the trades taken by every state / strategy combination, assuming they’re also set to let the trades complete (not close on change in market state). If you also set all the states to take the same # of trades (maybe 5L or 5S?), that can help to remove some bias from one strategy taking more trades than another. It might give a better picture of the relative performance of one strategy vs another in each state. Once you identify the good strategies, you can then decide how many trades to allow. Just a suggestion... Good luck in your testing, Mark | |
