Yep, I know the feeling...
Been rather busy (behind the scene this time) the last few weeks doing similar things. Still running 9 different forward tests as we speak but I find it hard to say which strategy works best..
I have done half yearly backtest, 2 monthly backtests etc etc. All with different results. The problem remains that it is hard to tell what works best in the long run. Results of just a few weeks are not telling us a lot I think... On top of that we have the difficulty in choosing a version and stick with this one for a while to see difference in settings (and not just differences caused by version changes...)
Will keep everyone posted,
Vince
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Originally Posted by fikko
Hi Mario & Daraknor,
After a few weeks of forward test on single currecy USDJPY, I haven't found good way to do setting.
1. I use 2 months past data, tuning for the best setting (eq. October 1st - December 1st 2006)
2. Applying it for the next following week on Monday (Dec 4) and use it until friday (Dec 8)
3. Then re-calculate the best setting with 2 months data (eq. October 8th - December 8th)
4. Use the new setting for week (11-15 December).
I've done this for a few weeks, but the result is not good. Phoenix can have more than 90% winning in back test, but it couldn't predict future.
The big question is still Historical time frame to be used and when to use it and its lifetime. We need to use setting ahead the market.
One more thing, on slower market, the Take Profit should be adjusted to 30-35 for it to perform. SL should be 60... TP/SL =80/80 wouldn't be good in slow market.
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