A significant trade's number of a strategy.

[Didacus]

Hi, I’m testing my strategy in a period between 01/01/2008 and 31/12/2008, what is a significant number of trades for validate my strategy? 20-40-60 … trades, more or less.

Tanks in advance.
Regards.
Diego.

[NinjaTrader_PatrickH]

Hello Diego,

Thank you for your post.

This is entirely going to depend to the nature of your strategy. Does your strategy take several trades in this time period? Are they profitable?
One of the major factors here are the conditions that when returned as true take actions like placing orders. I would base the desired number of trades off of the performance of those trades and factor in what restrictions may be in place from my broker for my account type. This is definitely a good question to bring to your broker as well.

[koganam]

Hi, I’m testing my strategy in a period between 01/01/2008 and 31/12/2008, what is a significant number of trades for validate my strategy? 20-40-60 … trades, more or less.

Tanks in advance.
Regards.
Diego.

The more important question might be: "How many trades do you want the strategy to take in a day?". Figure that out, and you know how many trades is reasonable for your time span. Remember however, that the minimum size for a stochastic space to be statistically valid is just 8.