PDA

View Full Version : Back testing dates

greentrader99
10-26-2008, 06:55 PM
How far has people gone back for back testing?

Thanks
n1ghtnday
10-26-2008, 09:58 PM
I've gone up to 7 years, but some would say that is overkill!
greentrader99
10-26-2008, 10:13 PM
I've gone up to 7 years, but some would say that is overkill!

I'm currently back testing starting from Jan 1,2002. I start few years look really rocky. once done I post my settings and results.

Thanks!!
n1ghtnday
10-27-2008, 12:25 AM
I'm currently back testing starting from Jan 1,2002. I start few years look really rocky. once done I post my settings and results.

Thanks!!

I found that my latest settings were also rocky during the early years, but I believe that has something to do with the fact that FAPS is optimized for recent trend. I cannot really confirm this though.

Good luck!
alan
10-28-2008, 02:54 AM
How far has people gone back for back testing?

Thanks

to me 4 years is a reasonable setting...just remember to make sure that you have 90% modeling quality otherwise your backtest is worthless.