CR Miller New User Posts: 2 Joined: 3/3/2014 Location: W. Bloomfield  User Profile | Excellent work. I've been trouble by using strategies that are too thinly traded for the possibility of being pseudo optimizing. Any suggestions on the lower limit of TPM? I've been waiting to do further testing until better strategy annotation because I also loose track on what the strategies are. I've been trying to determine what is the desired metric. The bottom line is CAR with a high calmar. Hit rate is very nice to have but I sweat when the value drops before recovering and making a profit. I wish there was a metric for that. | |
