trading journal: system testing

Yesterday i embarked on a long overdue journal into the wonderful world of system testing. I have to say it is easier than i thought but the process actually is enduringly long if you are to test your system over the whole market for an extended period. Also it sounded very much like an optimization issue where all the parameters are tweaked to maximize profit, but i'm guessing the parameter space of this one is gonna kill you. But nonetheless it's a small step in the right direction.

And because its end of day data, signal day isn't entry day, the presentation explained. and there is a new jargon in trailing stop: ATR (average true range). yet to investigate what that is.

anyhow, moving on to module 3 tonight.