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backtesting for EURUSD


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  #1 (permalink)
 shzhning 
Madison, NJ
 
Experience: Intermediate
Platform: CQG/TOS
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I’ve been testing a strategy for EURUSD on 5 min and 15 min chart. It works fine for period going back to 2010. History before 2010 gave me testing results considerably different. I’m questioning if the market has changed that much, or is it a known issue that backtesting intraday data only works for recent data?


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  #2 (permalink)
 
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 kbit 
Aurora, Il USA
 
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Could be the case that your data is inaccurate after "x" periods back. It could also be the case that the market has changed or both. I've been trading long enough to say that the markets have changed and is continuing to do so(kind of the nature of the beast along with HFT's screwing everything up), You have to adapt. I had a strategy that was golden on the indexes for about a year and it seem like all of a sudden wasn't worth a crap, I still look for those setups, but my primary focus is on old fashoined p.a . All that being said, talk to your data provider and ask them how far 5 and 15 min data go back.


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  #3 (permalink)
QtEdge
California
 
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Do we have any specific threads just focused on EURO FX excursively ?


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kbit's Avatar
 kbit 
Aurora, Il USA
 
Experience: Advanced
Platform: TradeStation
Trading: futures
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QtEdge View Post
Do we have any specific threads just only focused on EURO FX ?

There is one labeled "trading the 6E"


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  #5 (permalink)
QtEdge
California
 
Posts: 5 since May 2011
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comparing your data before 2010 with some of the free forex data may help you if there is any problem with your data


shzhning View Post
I’ve been testing a strategy for EURUSD on 5 min and 15 min chart. It works fine for period going back to 2010. History before 2010 gave me testing results considerably different. I’m questioning if the market has changed that much, or is it a known issue that backtesting intraday data only works for recent data?


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Last Updated on May 17, 2011


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