Tech/a Techtrader - my questions

[markrmau]

Ahh, thanks. That's a much better way of doing things.

Good point about the position sizing in that message as well. For the sake of this backtesting, I will do as per the TT rules, but in real life, a fixed position size is required - otherwise we would move the market on the entry/exit

 

[markrmau]

Attached. I decided to make it $7000 fixed buy size with $20 commission on trades. Montecarlo, 1000 runs, probability of taking an entry=0.7 as per the link above.

Happy to provide a download link to the dataset if anyone wants it (it is the yahoo data of current asx stocks, not adjusted for dividends, but adjusted for splits). A little over 600MB csv file but i'm sure it will compress well.