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how much time back baktest shud run


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Re: how much time back baktest shud run

 

i like to test mine over the largest time possible. i want to see that no matter what time or market run over, it operates similarly.

"It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book."

Victor Niederhoffer (1943–), US hedge fund manager and statistician

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Re: how much time back baktest shud run

 

i like to test mine over the largest time possible. i want to see that no matter what time or market run over, it operates similarly.

even because most of EA are over-optimized for the last period to pump their appeal...

:peace:

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Re: how much time back baktest shud run

 

Backtest?

 

For commercial EA? I only look at them if they can profit for at least 4 years. It should perform well at 2006 till now. Why? 2006 is the year when the global economy was still "healthy", 2007 was "sneezing", 2008 was "sick", 2009 is now. No less than that.

 

For manual trading? 6 months is enough, because manual trading tends to include the traders psychology and stuffs, so longer testing would be great but kindda waste of time. You could never factor the traders inside the trading system.

 

Well, that's me. It's up to you actually.

 

Regards,

Ore no Shinka Hikari yo Hayai. Zen Uchi o Nani no Mono Ore no Shinka Chuito Kore Nai.

Ten no Michi yo Iki. Subete o Sukosadoru Otoko.

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