Gravity goes both ways in forex...
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
Hi Guys, How Do We Backtest With Chart From Long Time Ago? 3 replies
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Visual backtest result different from non-visual backtest 0 replies
Backtest results! 7 replies
Pivot Point Theory - Backtest 10 replies
DislikedOk so if I have a 4h system that performs well but does not perform well in 2004 should I abandon it.?? Markets change and I guess they change back again but you would never use a 5000 period sma because it would not be relevent. So since I can not exponentially test my results I guess I have to assume that the more recent data should carry more weight???
Thanks for your reply
MaxIgnored
DislikedOK, so I have a system that when optimized generates 700% over 18 months. Pretty good. Now if I optimize it every two months and use that data for the next month is that not going to be more relevent than using data from 1.5 years ago. I would have thought that would give me much higher returns and less drawdown.
I will test it anyway but what do you think?
thanks
maxIgnored
DislikedOK, so I have a system that when optimized generates 700% over 18 months. Pretty good. Now if I optimize it every two months and use that data for the next month is that not going to be more relevent than using data from 1.5 years ago. I would have thought that would give me much higher returns and less drawdown.
I will test it anyway but what do you think?
thanks
maxIgnored