Backtest. How long test an EA? - page 3
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Backtests going back 15 years are worthless, since nothing in the forex trading is similar to what was going on back then.
The behaviour of forex instruments changes rapidly due to the expansion of retail trading and the changes in geopolitical factors.
Backtests going back 15 years are worthless, since nothing in the forex trading is similar to what was going on back then.
The behaviour of forex instruments changes rapidly due to the expansion of retail trading and the changes in geopolitical factors.
I think the same; I thought something like 5 years is enough; and each year, I think is necessary review the strategie
I think the same; I thought something like 5 years is enough; and each year, I think is necessary review the strategie
Hi !
I've recently posted on the subject, you may find it useful.
https://www.mql5.com/en/blogs/post/715169
Hi. What period do we need test an EA on backtest? last 3, 4, 5... years? I know that market changes...so, what do you think?
Hi Jhennifher,
In our experience, it is necessary to check the viability of the strategy throughout the available history, but the performance indicators should be higher for the current market (for example, for the last three years).
One of the important criteria is that the strategy must be stale and viable on different instruments.
This example shows that all tools are used effectively.
This means that the strategy can easily adapt to different trading conditions and market changes.
Hi Jhennifher,
In our experience, it is necessary to check the viability of the strategy throughout the available history, but the performance indicators should be higher for the current market (for example, for the last three years).
One of the important criteria is that the strategy must be stale and viable on different instruments.
This example shows that all tools are used effectively.
This means that the strategy can easily adapt to different trading conditions and market changes.
I confirm Pavel, with stability across differents instruments you can sleep on your 2 ears, if one is going bad, it's saved by another one
Yours words really make sense :D
I´m very thinking about time of trading; It seems that some times, consolidation appears frequently; but what is the zone time printed on chart? Is It the time of broker server?
Yes it is.
If you backtest on full year base then mind the summer time shift if pertinent for your EA.
I have a strategie focus on mind. I get good results for 6 years. But, I was checking what traders at community thinks about it. I agree the longest test is better, but the world changes definetelly at 10 years as example.
I agree, testing in long time. Can see what impact to the EA during economic cycles. I think mostly EA will crash during a crisis some time... chaiya