Hi, I'm back testing some systems, and have come to a little problem, markets range are very different than the last 3 years, on years past 2005, the markets did not had 80% of the movements that we have today.
So I'm testing a system with SL and TP values from the last 3 years, wich are rarely hitten on years past 2005, on the other words, I should have a smaler SL and TP, but how do I Get those values? I could get the values by optimizing the SL by that year data.
But thats worth nothing, because I must have those values before I do the trades, and not after.
How do you people handle with it?
So I'm testing a system with SL and TP values from the last 3 years, wich are rarely hitten on years past 2005, on the other words, I should have a smaler SL and TP, but how do I Get those values? I could get the values by optimizing the SL by that year data.
But thats worth nothing, because I must have those values before I do the trades, and not after.
How do you people handle with it?
Logic will get you from A to B. Imagination will take you everywhere.