Time period for Backtesting
I think ideal period for backtesting is 0.5 to 2 years if you trade intraday
edit: though I guess even 2 years would be too much... unless you trade stocks
Ilham Djumatov:
I think ideal period for backtesting is 0.5 to 2 years if you trade intraday
edit: though I guess even 2 years would be too much... unless you trade stocks
Thanks! What do you think is a good sample size?
Hello all, I am curious as to it is better to backtest over a longer period or shorter period. I know the obvious answer is longer period, but technical analysis likely develops over time, making the modern times more relevant.
In the case of this image, is this sudden linear increase due to moving averages becoming more prevalent since 2018?
thanks