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Forex Software → Forex Strategies → What would you call a good back test time frame?

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Topic: What would you call a good back test time frame?

Hello

Can you give me your ideas about what you would consider as a good back test ie months/bars to current date please.

I am considering that even only a couple of months of data would be sufficient seeings that you would always be optimizing your strategy with the new data as it would come in, so keeping your strategy current to the market.

Thanks smile

Re: What would you call a good back test time frame?

I'm using the last 3 months data for 1H strategy. I noticed that for some strategy if I changed the Data Horizon to 6 months the result is worse than that of 3 months. I guess the perfect strategy will have consistent drawdown and profit per day at different Data Horizon, but it's hard to find such strategy...


Just my 2 cents ;-)

Re: What would you call a good back test time frame?

Hello,

I think that the minimum range to backtest a strategy is 5 years (possibly 10 years or more), using high quality M1 data.

From what I have seen, it's the only way to see how your strategy works under very different market conditions. I wouldn't really draw ANY conclusion on the quality of the strategy based on shorter time windows.

Cheers,

lt

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