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Backtesting -- which optimization limits, timeframes / periods to test?
Jan 25, 2017 zamanından beri üye
12 iletiler
Jan 30, 2017 at 08:07
Jan 25, 2017 zamanından beri üye
12 iletiler
I'm just a few days into playing with MT4 scripting. I've integrated in the Dukascopy historical tick data with my brokers spreads for more accurate strategy test modeling. The files are *huge* and I believe there's a hard 4GB limit per file, which puts a limit ~2yrs of data at a time.
I'm currently testing against M15, M30, H1, and H4 data across a few currency pairs with duplicate ticks filtered from the data, and I'm testing from 2015/1/1 through 2017/1/1 with a Dropdown limit of 30%, optimizing for final balance. Is this a good rough starting point?
I'm currently testing against M15, M30, H1, and H4 data across a few currency pairs with duplicate ticks filtered from the data, and I'm testing from 2015/1/1 through 2017/1/1 with a Dropdown limit of 30%, optimizing for final balance. Is this a good rough starting point?
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