Topic: Optimal time for back testing .
Hi .
What is the optimal (past ) time period for use in back testing
in order to have results which will be close enough to the future strategy behavior ?
Thanks in advance.
- Popov
- Lead Developer
- Offline
Re: Optimal time for back testing .
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't have good quality of old data.
Please note that the most important thing is to use data from the exact account you are going to trade.