What's the optimal time period for backtesting?
You can just skip it.
Hi,
I notice you've posted the same answer everywhere to my questions. Why?
Because what you are doing might not make any difference on the long run.
on the long run? 1 month is long? 3 months are long?
That depends on how long you continue with this, before trying something else.
I have talked to some guy in the past, who claimed to have backtested every robot in market...
That's a lot of time wasted, right there.
By backtesting I will ask myself quite often: How long should I trace back to do the backtesting? If I backtest the 15M timeframe, a three years historical data should be long enough? Surely many people will say the longer the better. I doubt this.
How is your opinion?
Statistical analysis is not done on time, it is done on trades. The more trades, the better the statistics can suggest if your strategy has an edge.
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
By backtesting I will ask myself quite often: How long should I trace back to do the backtesting? If I backtest the 15M timeframe, a three years historical data should be long enough? Surely many people will say the longer the better. I doubt this.
How is your opinion?