Mumbai, India
Experience: Intermediate
Platform: MT4, NT8,TradingView
Broker: AMP
Trading: Index,currencies
Posts: 116 since Jul 2010
Thanks Given: 325
Thanks Received: 160
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At least 1 year data should be there which needs to be divided for backtesting and forward testing. Backtest first on 6 months data and then test that strategy on next 6 months data to see if that strategy actually has same curve and parameters as backtested strategy. If its ES or equity futures, intraday times need to be set during european and US sessions with filers for news and speeches. Last 2 years, on every Trump tweet about trade, the twitter algos fire and move the markets upto 1% at times. So many times the price action has been congested with intermittent Trump tweet spikes. I have used a data mining software like BuildAlpha for finding strategies and it has been lot harder to find profitable strategies on smaller timeframe charts than on EOD charts. Once you are done, pl share your backtest and parameters.
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