J joesan Mar 21, 2007 #11 I think you should first find enough reliable data for backtest. One month or two month data is simply not enough. Quote from robinxing: ts can opitmize parameter with a fixed time frame for example 1 min or 5min if the parameter is fixed can I optimize the best time frame? More...
I think you should first find enough reliable data for backtest. One month or two month data is simply not enough. Quote from robinxing: ts can opitmize parameter with a fixed time frame for example 1 min or 5min if the parameter is fixed can I optimize the best time frame? More...
R robinxing Mar 21, 2007 #12 Quote from joesan: I think you should first find enough reliable data for backtest. One month or two month data is simply not enough. More... It depends on the strategy and my strategy is intraday strategy it is triggered by very simple indicator so everyday there will be more than 5 trades I do not optimize the parameter becoz it will leads to overoptimization
Quote from joesan: I think you should first find enough reliable data for backtest. One month or two month data is simply not enough. More... It depends on the strategy and my strategy is intraday strategy it is triggered by very simple indicator so everyday there will be more than 5 trades I do not optimize the parameter becoz it will leads to overoptimization
