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One of the metrics at www.backtest.org that I look at is trades per period and number of trades over the test time. Is there any good way of working that into screen analysis?

Michael


Yes. Use Jamie's Trading simulator and put in a high friction % for all comparisons. High friction penalizes frequent trading. Note that my initial analysis has 1% friction per round trip - higher than most would estimate.

StevnFool
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