Bob V Regular  Posts: 61 Joined: 10/11/2012 Location: Innsbrook, MO.  User Profile | I absolutely agree that an ENDING date is necessary to make sense on the simulation. For instance considering 1/1/2007 to 3/1/2009, during a major down trend would say volumes regarding profitable versus non-profitable strategies. This would help tremendously to select strategies during different phases of the market. I have been trying to do this for multiple strategies looking at the monthly returns, but it's very time consuming. | |
