Topic: How many bars is enough?
I discovered recently OOS function and I think it makes generating/optimizing more reliable. How many bars do you use for 1 min/5 min strategies? Is 30 000 enough or 10 000 is OK?
Create and Test Forex Strategies
You are not logged in. Please login or register.
Forex Software → Forex Strategies → How many bars is enough?
I discovered recently OOS function and I think it makes generating/optimizing more reliable. How many bars do you use for 1 min/5 min strategies? Is 30 000 enough or 10 000 is OK?
The rule of thumb: the more the better :-P
I'm serious, more bars will produce more reliable results.
Would you trust strategy which performs good for 500hours or 20 trading days, which is only ONE months?
I think you can answer this question yourself :-P
I would use 3 months of data for 1 minute, 2 for optimisation and 1 for OOS. Set on live/demo and wait for 1 month results and compare with OOS, if you have the same or better continue this way further on, if not........ your call.
Forex Software → Forex Strategies → How many bars is enough?
Powered by PunBB, supported by Informer Technologies, Inc.