Strategy Optimization Questions
I have recently started optimizing my strategy. I have two questions:
1. How far back should I go for optimization so that I cover all the major trends and still focus on recent trends during optimization. For example, If the last 7-10 days showed that the market has taken a different trend and acted in a way that has not been seen in several years, should I optimize my strategy with only the last few weeks? Another option for me is to cover the past year which could diminish the importance of the recent trends.
2. In Strategy Analyzer, which performance indicator is the most important to look for when trying to optimize the strategy which could withstand the change of trend?
Any help with be appreciated. Thanks.
1. How far back should I go for optimization so that I cover all the major trends and still focus on recent trends during optimization. For example, If the last 7-10 days showed that the market has taken a different trend and acted in a way that has not been seen in several years, should I optimize my strategy with only the last few weeks? Another option for me is to cover the past year which could diminish the importance of the recent trends.
2. In Strategy Analyzer, which performance indicator is the most important to look for when trying to optimize the strategy which could withstand the change of trend?
Any help with be appreciated. Thanks.
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