backtesting for EURUSD

May 16th, 2011, 01:35 PM

I’ve been testing a strategy for EURUSD on 5 min and 15 min chart. It works fine for period going back to 2010. History before 2010 gave me testing results considerably different. I’m questioning if the market has changed that much, or is it a known issue that backtesting intraday data only works for recent data?

May 16th, 2011, 02:22 PM

Could be the case that your data is inaccurate after "x" periods back. It could also be the case that the market has changed or both. I've been trading long enough to say that the markets have changed and is continuing to do so(kind of the nature of the beast along with HFT's screwing everything up), You have to adapt. I had a strategy that was golden on the indexes for about a year and it seem like all of a sudden wasn't worth a crap, I still look for those setups, but my primary focus is on old fashoined p.a . All that being said, talk to your data provider and ask them how far 5 and 15 min data go back.

May 17th, 2011, 07:44 PM

Do we have any specific threads just focused on EURO FX excursively ?

May 17th, 2011, 07:47 PM

QtEdge

Do we have any specific threads just only focused on EURO FX ?

There is one labeled "trading the 6E"

May 17th, 2011, 08:03 PM

comparing your data before 2010 with some of the free forex data may help you if there is any problem with your data

shzhning

I’ve been testing a strategy for EURUSD on 5 min and 15 min chart. It works fine for period going back to 2010. History before 2010 gave me testing results considerably different. I’m questioning if the market has changed that much, or is it a known issue that backtesting intraday data only works for recent data?

backtesting for EURUSD

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backtesting for EURUSD