{"type":"rich","version":"1.0","provider_name":"Transistor","provider_url":"https://transistor.fm","author_name":"Line Your Own Pockets","title":"Backtesting a Swing Trading Strategy","html":"<iframe width=\"100%\" height=\"180\" frameborder=\"no\" scrolling=\"no\" seamless src=\"https://share.transistor.fm/e/19145aa7\"></iframe>","width":"100%","height":180,"duration":2985,"description":"In this week's episode of Line Your Own Pockets, Michael and I have a heated discussion on swing trading versus day trading.\nIt starts innocently enough with a question about how to backtest a swing trading strategy with a \"trail forever\" component.\nBut then it quickly turns into a swing trading versus day trading cage match.\nWe do finally end up agreeing on the fundamental approach to backtesting a swing trading strategy - barely.\n\nTopics discussed:\nThe differences between backtesting a day trading and a swing trading strategy\nOpen-ended trailing exits make backtesting more complicated, and how to handle this in your test\nHow outliers can affect your backtest and how the trailing-exit component can magnify them\nOverlapping positions suck up buying power, creating an overnight choke-point\nAnd much more...","thumbnail_url":"https://img.transistorcdn.com/zb7p6PBxMWiaMPR3lA2LNgrsexHxAz9_ysKFq-C3da4/rs:fill:0:0:1/w:400/h:400/q:60/mb:500000/aHR0cHM6Ly9pbWct/dXBsb2FkLXByb2R1/Y3Rpb24udHJhbnNp/c3Rvci5mbS9kMzIx/NzliYzAyYzA1Yzc1/NGQ0OWM4NjQzOWU5/NjliMC5wbmc.webp","thumbnail_width":300,"thumbnail_height":300}