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	<title type="html"><![CDATA[Forex Software — Optimal time for back testing .]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/7213/" />
	<updated>2018-02-12T06:32:00Z</updated>
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	<id>https://forexsb.com/forum/topic/7213/optimal-time-for-back-testing/</id>
		<entry>
			<title type="html"><![CDATA[Re: Optimal time for back testing .]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/49169/#p49169" />
			<content type="html"><![CDATA[<p>It all depends of the quality of the historical data you have. Probably 100k to 200k bars are enough for M1 and M5. It is more difficult for the higher time frames because some brokers don&#039;t have good quality of old data. </p><p>Please note that the most important thing is to use data from the exact account you are going to trade.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2018-02-12T06:32:00Z</updated>
			<id>https://forexsb.com/forum/post/49169/#p49169</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Optimal time for back testing .]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/49164/#p49164" />
			<content type="html"><![CDATA[<p>Hi .</p><p>What is the optimal (past ) time period for use in back testing <br />in order to have results which will be close enough to the future strategy behavior ?</p><p>Thanks in advance.</p>]]></content>
			<author>
				<name><![CDATA[xkaras]]></name>
				<uri>https://forexsb.com/forum/user/10318/</uri>
			</author>
			<updated>2018-02-12T04:05:14Z</updated>
			<id>https://forexsb.com/forum/post/49164/#p49164</id>
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