How much time do you spend on system or strategy?

Hello, guys.

Tell me how much time do you spend on System, Strategy or EA before you stop or go live? I personally give chance all automated systems, I install them on my VPS and live for a long time. Sometimes I check the results, when there is something interesting I take a closer look.

I don't have much patience for strategies and if doesn't work for a month I'm done with it. It has to be profitable for 1-2 months before I put it on my live accont and will trade with small lot size for next 1-2 months.

Cheers.

John:clover:

also depends on the market..............

do you dump or bring a system to market based on last weeks events ?

or exclude the data ?

personally if a system continues to deliver consistent proits n line with previous weeks on last weeks action - then its probably ready to roll :smart:

N

The time is irrelevant. It's the number of trades that counts. You test a strategy for 2 months that gives you 3 signals, that's proof of nothing. You test another one for 2 weeks that gives you 200 signals...

shadowninja said:

The time is irrelevant. It's the number of trades that counts. You test a strategy for 2 months that gives you 3 signals, that's proof of nothing. You test another one for 2 weeks that gives you 200 signals...

Click to expand...

It's really good point. But 200 signals only scalping strategy can provide. Or I'm wrong. :whistling

The original point about discarding systems is an interesting one. I find that rather than try to find an unbelievable system, it's better to have a few good ones on the go and then have some criterion for ending a system. In his monumental thread in the journals section, Travis outlines how he rejects a system which exceeds 50% of its backtested drawdown. Seems fair enough.