Am I missing something in what you said / intended??
You are possibly missing something but I cannot think of a better way to explain it 🙂
If you write a strategy and backtest it and it works and then simply move the start point and it doesn’t then you have just done an IS test followed by an OOS test and the results tell you it is a failed strategy. Do lots of tests from lots of different random start points and if more sample periods are profitable than there are sample periods that make a loss and the cumulated profits are bigger than the cumulated losses then it might be worth continuing with. Obviously the length of test period is a major factor in your decision making and with 30/28 second strategies your testing period is severely limited so most test results should be looked at rather sceptically in the first place.
At the moment from my reading of this thread there seems to be a lot of discussion regarding time frames and if you have to rely on a time frame as a critical variable to make a profit then you are in my humble opinion barking up the wrong tree. Wouldn’t it be lovely if the difference between making a big profit or not was simply down to the difference between 30 seconds or 28 seconds? Forget all about the simple mathematics of probability we just need to wait two seconds before we start!
