<t>Thank you for your sympathetic and intelligent reply! I'll try and scale up my backtester to run all the strats simultaneously. Then I can find some optimizations for profit taking so it won't be by feel.It seems a daunting task, but once I get into it it shouldn't be that bad.Thank you again! </t>

<t>With optimized intraday backtested strats running nicely but unable to backtest an entire portfolio at once, I am sometimes faced with the need for a little profit mgmt on the portfolio level. The stocks are so wiggly I feel the urge to close all trades after banking a good profit from the runnin...

I am so thankful for your response and it will help me to move on. Thanks again!

To clarify I would like to use all the trades within each simulation to compute my Sharpe. Thus the Sharpe would represent performance of the strategy.

<t>I am optimizing parameters by running simulations, each simulation processing 2012-2013. After each 'run' I come up with a return representing all the trades which the system took. For my GA, I am specifying initial population of 1000 individuals and I find out how each individual performs partly...

Ran my first backtest ever for 2009 data and it was very revealing, esp. concerning my logic re invalidation of initial signal.

Thank you so much. I look forward to reading this tonight!

I am very thankful for your thoughtful reply, it is helpful and I feel welcome to this community.

<t>I am learning how to backtest but I am confused about how much data I need to run for an in sample simulation. I keep hearing you need to do like 5-10 years worth but that seems ridiculous if I am using 5 minute bars.I have also heard 300 observations is good but that would just be 25 hours if I ...