singularity

That's clear and simple but I'm curious here if this is the only thing you need to know before the strategy can go live?

Zupcon, thanks for feedback, now I can come up with a new better but similar question. Here it goes: Let's say I have a nice strategy. I even implemented for you. Then I send it to you because I maybe stupid to keep it... So you have now an implemented strategy out of nowhere. Let's assume that you already running a portfolio on one or more live account and you are doing fine with it. However you check this new strategy and if it's reasonably good, then you put it into your portfolio. Now here comes my question: what requirements need to be met for you to give this strategy a chance on a live account? What do you want to see to have the conclusion that you should try to run this strategy next to your already running instances? I hope this is a more understandable question. Now, I want to put emphasis on the part what do YOU check? I am interested in what you, Zupcon or others check before it can go live. I would like to hear examples from you how do do it? What are your priorities? This is simply because I want to see examples how others do this thing, since I have no real life example yet. I simply learn these things now and I think there are no better knowledge than real life examples that are used by real life people. I'm aware of lot of theoretical, mathematical writings on this topic, but I really would like to hear your routine. Thank you again.

I would like to know how should I compare the performance of two different strategy. Let's say I give you two source code. Each of them is a winning strategy, ready to run. However - of course - you won't send them immediately to your live account, but you check their performance in your environment. How would you decide which one is the better? How much data is required to draw some conclusions of the performance? I'm really interested in this guys, because I have seen great looking equity curves but I don't trust them. How do you decide which EA has better performance, and what are your criterions? Now I am fully aware of the fact comparing their performance is a subjective thing since everyone has his own taste. I'm not asking to help what should I use. I'm asking you to show me some examples how you really compare the performance when you analyze them. Also - just theoretically - please assume that you have to choose one strategy from the two winners because you can only run one on the live acccount. Let's just leave portfolios for a moment in this thread... In a geeky way my question is the following: double GetStrategyScore(string sourceCode) { double score = ..... // <--- what would you put here so you could compare two strategy and decide which one is better? return score; } Thanks for any advice!