Best Backtest period to Optimising strategies

• 10/21/2022 at 4:41 AM #202879
  pdrh

  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

  

  pdrh

  Participant

  Topics: 33

  Replies: 36

  Been thanked: 3 times
  10/21/2022 at 11:54 AM #202905
  GraHal

  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! 🙂

  1 user thanked author for this post.

  pdrh

  

  GraHal

  Participant

  Topics: 219

  Replies: 9002

  Been thanked: 2291 times
  10/21/2022 at 12:25 PM #202906
  Nicolas

  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.

  1 user thanked author for this post.

  pdrh

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20867

  Been thanked: 4783 times
  10/24/2022 at 10:45 AM #202975
  pdrh

  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 ?

  

  pdrh

  Participant

  Topics: 33

  Replies: 36

  Been thanked: 3 times
  10/24/2022 at 12:25 PM #202977
  GraHal

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

   

  

  GraHal

  Participant

  Topics: 219

  Replies: 9002

  Been thanked: 2291 times
• Author
  Posts