TF for backtesting an EA

Trading Systems Expert Advisors and Automated Trading
1

Hi Guys,

I normally don’t use EA’s for my trading, I like to do it all manually. However, due to recent work load increase, I am often unable to get to my computer for extended periods of time… so I created an EA based on my strategy.

Anyhow, question :

When backtesting an EA, or strategy, what would [U]you[/U] consider a suitable time frame to back test on?

I’m looking at setting my EA to trade 15min - 4 HR time frames.

Im torn between optimizing my strategy every 6 months and tweaking the variables for maximum profit (based on the prior 6 months data) or optimizing my strategy after every year (based on the prior years data).

I’m curious as to what you guys preferences are?

2

I think the choice is rather easy, test on the TF that you trade on. I assume you are advanced enough in your experience to have made that decision by now. I know for myself that trading anything but the 15 M would be very disruptive and take a while to adapt to. No point in trying to use something that doesn’t fit with your style.

As far as tweaking, what you describe sounds suspiciously like curve fitting. The next six months are not going to be like the previous six, so what will you gain?

3

how does it work?