Hi There,
I am testing a long-only swing trading system. One of the advantages of WealthLab is that it lets one test a system on many different symbols. So, out of all the symbols, I'd like to select the ones that have done the best historically. I am having a hard time with this because:
1) There are different numbers of trades, depending on the symbol.
2) Some symbols have existed for many years, others are relatively new
3) Some symbols do well in terms of total profits, others have a higher percentage of profitable trades, still other symbols have small drawdowns.
4) Some symbols do well but that is an artifact becuase that symbol rose significantly during the testing period.
Does anyone in the forum have some recommendations as to how to choose the symbols on which the system performs the "best"?
Many thanks in advance,
Izzy
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