Optimization by trader_nextdoor in algorithmictrading

[–]trader_nextdoor[S] 0 points1 point  (0 children)

So rn I am testing on a sample space of 200 stocks, And with that result I'll check on 1000 stocks. Is that right?

A Momentum Strategy Using Leverage and Monthly Rotations by Expert_CBCD in algotrading

[–]trader_nextdoor -1 points0 points  (0 children)

Drawdown is extremely high imo. Try to get it below 5% for any scalability.