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Optimising Strategies & Backtesting
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=58379
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Author:  fprophet [ Thu 02 Feb, 2023, 05:04 ]
Post subject:  Optimising Strategies & Backtesting

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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