Backtesting/Optimization Q&A

Hello everyone,

I was hoping to reach out to some of the more experience EA users on FF, for some opinions on optimization strategies.

Goals established for this thread:

1: Questions/Debates on most accurate data

2: Identify Pitfalls and issues with current strategies

Question 1:

Currently my partner and I have been optimizing using the past year 1/1/12 to a time before the holiday e.g. 11/21/12.

Loigic is obvious with market action during the holidays. However, our best results are coming from a recent quarter/short time frame optimization.

Should I be including the holiday months to prepare for this new year? Or stick with excluding them?

Thank you in advance for the discussion.

In general, you guy are the only ones to be able to determinant that. The most important questions is "why" you get the best results
in the recent quarter/short time frame. You must find that out. Once you find out the why, then the question is answered.

Regarding your specific question... You should include all History. I mean, there is nothing special about holiday data, no difference
with any other time. If you look at the charts, you would find that no holiday season are the same and also all holiday season are
the same to some other Non-holiday season during the years.

J.

Hey Jeuro,

Thank you for the input. You made me think and re-look into some things. You are correct that only I can determine why, knowing the characteristics of the system I'm using.

I also agree with including all history after further review.

Thank you again,

ZRC