Topic: When to optimise a 15 min strategy? after a day, a week, a month?
The one million dollar question for me is, if I found a good M15 strategy (for me that means a good Sharpe Ratio, low DD), when is the best time to optimise it?
And, how is better to optimise it?
The idea is to survive in time with the strategy and for this, I think, is good to optimise it according to the market.
First of all there is the discussion about the " how many bars to use". If I optimise for the last 8 months, that means 20.000 bars. is it enough? is it too much?
then, is it good to optimise with "out of sample testing"? how much? 10%, 20%,30%?
Now, the example. let's say, we have a 15min strategy which is working good for the last 8 months, and it was also good for me for the last 2 weeks, now, is it good to optimise it for the last 4 months with 10% out of sample testing? 10% means aprox. 2 weeks...
many thanks for your help...