Best Backtest period to Optimising strategies

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10/21/2022 at 4:41 AM #202879 quote

pdrh
Participant

Average

I have a couple of strategies running on the 1 Minute Time Frame .The maximum number a days available for backtesting is 140.

Given that markets change , would it be better to optimise the strategy for say 90 days rather than 140 or even some other number of days

10/21/2022 at 11:54 AM #202905 quote

GraHal
Participant

Master

There is no right answer! 🙂

Why not try a few versions (on your Demo Account) concurrently on several different numbers of bars.

I am doing above and even optimising on 300 bars on 2 min Timeframe!

Don’t knock it ’til you’ve tried it! 🙂

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10/21/2022 at 12:25 PM #202906 quote

Nicolas
Keymaster

Master

There is no good answer to that question. However, I would suggest to do a 70% history optimization with a test on the 30% other period. You can use the walk forward tool to do that.

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10/24/2022 at 10:45 AM #202975 quote

pdrh
Participant

Average

Having optimised the strategy using walk forward, where can I find the variable values as that are not displayed on the equity curve as they are when not using walk forward.

Can you recommend a video on optimising ?

10/24/2022 at 12:25 PM #202977 quote

GraHal
Participant

Master

We only get to see 1 value for each variable when using Walk Forward … hard to believe I know 🙁
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Best Backtest period to Optimising strategies

ProOrder: Automated Strategies & Backtesting

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pdrh @pdrh Participant

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This topic contains 4 replies,
has 3 voices, and was last updated by GraHal
3 years, 3 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/21/2022
Status:	Active
Attachments:	No files

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