Best backtesting years period

 

Hi,

Iam working on an EA wich works with price action setup (pinbar only) and EMAs and I have doubts on which period should I make the backtesting. There are many articles of optimization and backtesting of stategy but there is no reference to the period to use.

Should we use an random period? Or a period that as some financial problem? Is there any favourite period (years) to use on forex? I was thinking to use:

=> 2006 - 2010 for Training Series and parameters optimization;

=> 2011 - 2015 to testing Series;

 

Because the chosen training period will influence the EA parameters and it will behave different in some occasions. What are your advices?

Best regards, 

 

Depends very much on your EA!

But I wouldn't look at the years I would look at the markets. E.g. big up trends until he crash in the USA 2008, 2008 the crash, then recovery and 2011 the next crash EU this time...

 
Carl Schreiber:

Depends very much on your EA!

But I wouldn't look at the years I would look at the markets. E.g. big up trends until he crash in the USA 2008, 2008 the crash, then recovery and 2011 the next crash EU this time...

Hi Carl,

 My idea was selecting those years to get the period of the crash because in uptrends its more easy to have profit. I think!

I didn't notice on the 2011 crash and it maybe an good way the test the EA with the 2008 parameters. Do you agree?

 

dbarnabe:

Do you agree?

I can't say anything serious about that. I don't know your EA! Scalping, trending, swinging,... For each the same situation is different!

 
Carl Schreiber:

I can't say anything serious about that. I don't know your EA! Scalping, trending, swinging,... For each the same situation is different!

Carl,

On the last 1year I have been manually trading forex only working with pinbar setup filtering them with 3EMAs and S/R, despite sometimes I watched stochastic. I have read that this is swinging! :) lol There are better strategies for sure but and I'm just starting. My goal is develop an EA that helps me to do this automatically and increase my strategy.

Because I'm noob, I have tested the EA on 2010 - 2014 and the results are good but I' m not confident and this is why i opened this topic, to understand what is the experience of other traders.

I attached the mq4 file of my EA. Please, feel free to make comments, suggestions about my code! (or laugh!) I want to enhance my codding skills...

Best regards. 

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