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Backtest Time Frame - newbie question
- Thread starter Willleung
- Start date
Could you perhaps state the duration of a bar? Unless, of course, you don't think that is relevant.
And what would be the maximum number of bars used by the system you are testing (e.g. MA, stochastic...)?
Umhmmm. And what is the market you want to trade (e.g., S&P, NASDAQ, commodities...)?
Quote from Quah:
You should trust them all - afterall, they are what they are - results. Why wouldn't they be correct and trustworthy?
I can locate zones for variables, but find the zone changes with different time horizon.
Doing test with 4000, 2000, 1000, 500, 250
Some of combinations of variables hold up really well, being in top 10% in all periods, is it good enough? (2 variables system)
I have some slightly more complex systems in testings like 4 variables, the zones moved in time.
Should a person trade with testing done for the resent market condition or should trust the longer time frame?
What kind of Z-score or other measure of statistical confidence do you want for the results?