@CKW thats interesting, so far i have only run my algos on the “best market” and disregarded other markets where it looks OK. Would u mind showing pictures of the Equity line in both markets? Just so we can compare.

@Vonasi ur right about the 100K, when i first only had 100K i had a really hard time getting over the fact that 9/10 of my “OK looking algos” looked like shit when i got my hands on 200K bars.

My deep inner fear is of course that 200K is also ultimately the same as 100K when thinking about curvefitting and such.

One note tho is that most of the experts and pro traders ive read about and listened to is saying that 10 years, including at least 1 big fat bear market is sufficient to be “enough” data to be able to create something good.

Btw im in the middle of this book: https://www.amazon.com/Algorithmic-Trading-Winning-Strategies-Rationale/dp/1118460146 and i can not recommend it enough. So far it looks like the most scientific book i have read about algo-trading thus far.