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How to Optimize Your Intraday Trading Strategy
I've been taking stuff away from strategies to what I used to do. And in doing so, I think I've made them more robust. They don't quite look as pretty in the back tests, but they tend to have carried on working better in the future. If I find that the 20-day high is the best one, and none of the others work particularly well, I'll throw the strategy away. It's actually a bar, sorry, because it's on two-hour bars, but I use 20-40 and 80, doubling it every time,. But they all work and everything in between works. So that to me is robustness. Because five works, 15 works