Would you run this strategy? 10 year DAX backtest results attached.What do you think? | Traders Hideout

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Would you run this strategy? 10 year DAX backtest results attached.What do you think?

  #6 (permalink)

Wiltshire, United Kingdom
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Platform: Jigsaw daytradr
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As others say, back test and optimise on a sample of your data only and allow an amount of data to test before and after that optimised period.
So if you have five years of data going back from now then I would choose say three years of data 2015-2017 and test and optimise your strategy on that period. Then run a back test of your chosen system on the year of earlier data for 2014 and see whether the results are comparable, and then forward test on the last seven months of 2018 data and again compare the results. Assuming the results are similar, having that seven months of forward test data of the most recent past, that your methodology wasn't optimised on, means the amount of time you need to sim test it live could be reduced as you really just need to check the system is all actually working properly live, rather than requiring another few months validating the methodology. (Though extra confidence is always good).

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