DislikedI agree it not a large sample. But it would be equivalent to 7(pairs)*3 weeks =5 months (1.4 GB of tick data) and as discussed no Curve Fitting. Also spreads are taken into account! You look at periods over 10 years what is the smallest time frime you use? How accurate are those results?Ignored
http://www.forextester.com/datasources.html
I trade my systems with considerable amount of real money so I have to trust my test results This far the backtests have been quite accurate and have predicted the actual performance quite well.
As always, note that I don't trade intraday (unless price hitting my entry or sl during the day counts) so my data hasn't be that accurate. After the daily candle where I entered the trade closes my stop is usually outside the closed candle.
QuoteDislikedAny thoughts of playing the 7 main currencies at the same time with one strategy?