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Search: Posts Made By: CannonTrading

Forum: Traders Hideout

March 6th, 2023, 11:09 AM

Replies: 9

Best lookback period when backtesting?

Views: 1,055

Posted By CannonTrading

I would probably run it until i see it is running...

I would probably run it until i see it is running out of steam or behaves "out of character".
Would not hurt to run it back a bit more and evaluate results based on volatility / ATR?

Forum: Traders Hideout

March 6th, 2023, 10:38 AM

Replies: 9

Best lookback period when backtesting?

Views: 1,055

Posted By CannonTrading

Like said before me it depends on what time frame...

Like said before me it depends on what time frame you are using for your system?

Hourly chart? daily chart?
perhaps volume or range bar charts that are very short term?
Also depends on the...

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