RichardL Veteran   Posts: 134 Joined: 9/18/2004  User Profile | Actually lots of possibilities - for instance I'm at the moment running a "top five" contest between my strategies. Starting from no 1, I'm running a 250;250 BT FT to eliminate the bottom 5 FT hit rate strategies from a clutch of 10. Then adding another 5 in and repeating. Doing over successive days & not worried about the floating backtest period. When I run out of strategies, repeat from beginning always with the aim to have top 5 FT performers in play. Use these top 5 on a BT 250, FT 0 run. Ideally the performance overall FT% report should be able (it can't yet) indicate degree of overlap between FT on individual strategies as I really want 100% overall hit rate over all my symbols with the best mix/spread of strategies. No way to tell at the moment easily if I'm getting a lot of coverage overlap from similar strategies without delving into individual symbol reports. Richard | |
