Darrell… I’ve been working on a strategy for the TF I like for a little while now and I’ve been back testing it for a couple weeks, reviewing charts and using market replay. It has been really consistent on replay and has made a lot of profit. I’m just wondering if there is any advise you have such as replaying different months or other markets or anything else that might help me be completely prepared with it? And if it’s working, how long would you back test before going live if it were you?
Back testing
skeltonmark
#2
Chris, when back testing, always start with 30 days, then go back 90 days at least. Personally I like t go back even a littel further to be sure and to account for changes in the market condiitons. For example, the l ast few weeks we have seen extremely high IV that we did not have even just a month ago. So you want to account for those type of things when back testing a new system. I would go back at least 90 days, establish your rules and then demo trade until you are comfortable enough with results to go live