Reply to thread

All true, and i replace these up gaping  good trades by some at the end of my ranking

I did try indeed to emulate the reality but gave up as the rejected trades are not following a given rule i can code, so why bother going into a code design war if i will ultimately not be matching anyway:

This rough element of random i introduce is enough for me to label my results as robust enough or not.

The next step is a live vs backtest forensic search to confirm any difference is expected and explained..

Basically you record buy sell as they come on paper daily/weekly and compare vs a backtest after a decent time period

That works for me..meaning i am confident enough to run my systems.

Does not guarantee profit