Re: Is it insane - I am going to trade this live

Blaiserboy wrote:

What then would be the Sharpe Ratio for your tests..?

I actually do not know what does it mean and i do not care about it
I care about profitability, big number of trades to be able to test it fast, max equity drawdown and long/short balance

Re: Is it insane - I am going to trade this live

might be worthwhile to read up on the Sharpe Ratio as using it effectively will  enhance the longer term profitability of your robots.

Using it with a conservative drawdown will help you immensely.

I start with Sharpe at 6 to cut out a lot of nonsense, DD I set at 6 also.....

Tons of trades that end up with a long term loss is counterproductive

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....