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Ranking: number of trades

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mentaledge

Customer, bbp_participant, community, sq-ultimate, 25 replies.

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7 years ago #115345

Hello,

 

question to experienced users – how do you determine number of trades for ranking purposes depending on the timeframe used?

Is there any rule of thumb that works for you? How often the actual working setups occur over the year for 1H, 4H, 1D on average?

 

Understandably those will be different for scalping, mean reversion and trend following systems.

 

I’m experimenting with couple ideas like – for 1H number of trades = number of trading days/3. 

 

 

Regards

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Threshold

Customer, bbp_participant, community, 723 replies.

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7 years ago #138279

Completely discretionary, I like atleast 1 per week for H1. 1 per~ 1-1.5 week H4

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_Cujo

Customer, bbp_participant, community, 101 replies.

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7 years ago #138353

I wish you could specify # of trades per time frame as a filer. As it is, if you change up the length of time generating or retesting, having to remember to change the number of trades can be a pain.

 

I also go for 1 trade p/w on hourly bars. 1 trade per 2 weeks as a minimum filter for data bank.

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