What historical periods are you using for backtest?

[steve.wong]

For intraday trading strategies, what historical period is most similar to current market? I am thinking 2008 may be not good since it was a big bear and the market momentum changed.

Thank you for any advice.

 

[tickzoom]

Quote from steve.wong:

For intraday trading strategies, what historical period is most similar to current market? I am thinking 2008 may be not good since it was a big bear and the market momentum changed.

Thank you for any advice.

Generally people say you need a minimum of 5 years of data for an intraday strategy.

If you're doing position or swing trading then much longer is better. Maybe 15 years.

But you can user lower granularity data.