backtesting and weekends?

srolle · May 23, 2004

i'm fairly new, but how do you treat weekends for backtesting? i assume you just throw them out, but i'm uunsure.

thnaks,
scott

TRADERguy · May 23, 2004

See http://www.elitetrader.com/vb/showthread.php?threadid=33202 and in the future please refrain from posting the same thread in different locations (unless you are after time sensitive info that you need for trading).

Good luck with your system.

LongShot · May 23, 2004

Quote from srolle:

i'm fairly new, but how do you treat weekends for backtesting? i assume you just throw them out, but i'm uunsure.

thnaks,
scott

i have aball on weekends. i backtest 3 sometimes 4 times a day on weekends. i do twice that on holidays. Xmas.. i'm up all night backtesting everything i can get my hands on.. :-/

rezo_s · May 24, 2004

Quote from LongShot:

i have aball on weekends. i backtest 3 sometimes 4 times a day on weekends. i do twice that on holidays. Xmas.. i'm up all night backtesting everything i can get my hands on.. :-/

I also thought about it. Any good?

backtesting and weekends?

srolle

TRADERguy

LongShot

rezo_s