User rating: 1
Joined: Fri 14 Sep, 2012, 02:25 Posts: 57 Location: New Zealand, Christchurch
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Not sure if anyone still reads any of these Support Forum posts ... am I in the wrong place perhaps? Anyway, just interested in anyone's thoughts on this:
If I have a Strategy that backtests good for previous 3-4 months, so should I worry if it fails for previous 5,6+ months?
My theory is that the market changes, so if I've optimised for previous 3 months (and keep it optimised for prev 3 months) then who cares if it fails backtests for 6+ months ago.
Advice, comments, experiences please !!
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