• Home
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • User/Email: Password:
  • 7:03pm
Menu
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • 7:03pm
Sister Sites
  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Print Thread

Similar Threads

Darwinex historical data (only hst files) no tick data needed 0 replies

Historical Data Source For Backtest 2 replies

Visual backtest result different from non-visual backtest 0 replies

data needed to backtest system 1 reply

Where can I find high frequency historical rates data to backtest on? 1 reply

  • Trading Discussion
  • /
  • Reply to Thread
  • Subscribe
Tags: How much historical data needed to backtest day trading system
Cancel

How much historical data needed to backtest day trading system

  • Post #1
  • Quote
  • First Post: Edited 10:07pm Jan 12, 2018 9:29pm | Edited 10:07pm
  •  goodoboy
  • | Joined Jan 2014 | Status: Member | 96 Posts
Hello,

I have been searching for edges (intra day trading strategies) in the market and studying the chart day to day. I also programmed a few strategies, but I have not back test yet. The strategies I build usually seek 1 trade per day if setup signal is true.

My plan is to define an in sample period for backtesting/optimizing/curve fitting, out of sample period to test the strategies.

Few Questions please:

1. What in sample period would you recommend? I was thinking 2006-2011, but should I be using more recent market conditions to test the edge? I believe I will get about 800 trades during 2006-2011. Or a more recent market condition in sample period is 2014-2016 ?

2. What out of sample period would you recommend? I was thinking 2011 - 2017. Or a more recent market condition out sample period is 2016-2017?

Thank you
  • Trading Discussion
  • /
  • How much historical data needed to backtest day trading system
  • Reply to Thread
0 traders viewing now
Top of Page
  • Facebook
  • Twitter
About FF
  • Mission
  • Products
  • User Guide
  • Media Kit
  • Blog
  • Contact
FF Products
  • Forums
  • Trades
  • Calendar
  • News
  • Market
  • Brokers
  • Trade Explorer
FF Website
  • Homepage
  • Search
  • Members
  • Report a Bug
Follow FF
  • Facebook
  • Twitter

FF Sister Sites:

  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Forex Factory® is a brand of Fair Economy, Inc.

Terms of Service / ©2023