Hi everyone,
For the MetaTrader builders and expert advisor experts out there, what timeframe do you generally recommend for optimizing a good EA?
I’ve heard that using very old data (e.g., 10+ years) might not be ideal for today’s market conditions. On the other hand, relying solely on very recent data (e.g., the past year) might lead to strategies that fail long-term tests or are overfit to recent market behavior.
What are your thoughts on finding the right balance? What timeframes have you found to be most effective in creating robust and reliable Set files for EAs?
Thanks in advance for your insights!
Hi MoDa 
I am testing my Expert Advisor with DukasCopy data from 2003 until today. This has several advantages: 1. a lot of crashes and crises have happened during this time. This gives me an impression of how this EA has ‘survived’ during these times. 2. as you said, overfitting can occur with very short time spans.
3. the long time span also allows me to see whether the market has actually changed and if so, I can see how my EA has performed.
As I want my EAs to be profitable in the long term, I avoid short tests. These are not relevant for me.
The short tests are very often a favourite tool of scammers to show how great their EAs are doing! 