Best Backtest period to Optimising strategies

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  • #202879 quote
    pdrhpdrh
    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

    #202905 quote
    GraHalGraHal
    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! 🙂

    pdrh thanked this post
    #202906 quote
    NicolasNicolas
    Keymaster
    Legend

    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.

    pdrh thanked this post
    #202975 quote
    pdrhpdrh
    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 ?

    #202977 quote
    GraHalGraHal
    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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This topic contains 4 replies,
has 3 voices, and was last updated by GraHalGraHal
3 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/21/2022
Status: Active
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