I was wondering if anybody knows the answer, probably mostly from the trading mathematics point of view.
I am trading a mechanical system with 100% of rules defined. All the possible back testing was done with positive results so I am trading it live for a few months now.
The trade is taken once a day. Theoretically there is a condition when no trades are taken but it is rear, so let’s say I will have 260 trades a year.
What time, or number of trades is enough, mathematically, to start really trusting that system and move it from the experimental stage to a money making machine? There should be some math involved, which I cannot seem to find.
Would it be 100 trades, 260 trades, 520 trades?
I am trading a mechanical system with 100% of rules defined. All the possible back testing was done with positive results so I am trading it live for a few months now.
The trade is taken once a day. Theoretically there is a condition when no trades are taken but it is rear, so let’s say I will have 260 trades a year.
What time, or number of trades is enough, mathematically, to start really trusting that system and move it from the experimental stage to a money making machine? There should be some math involved, which I cannot seem to find.
Would it be 100 trades, 260 trades, 520 trades?