Yes, I'm trading stocks. How did you come to the number of 6 months? Should it be a good idea for the period to be based on market cycles? I mean my thinking is, to test the system works well for any particular market cycle.
I am designing an intraday system. I was wondering if backtesting a strategy for a period of 2 months using a 5 minute bar period should be enough data for the system to be tested on. What would your suggestion on the length of the period be?