Thread: 90%??
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Old 12-16-2006, 05:24 AM
Craig Craig is offline
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I think your missing my point, I'm not trying to deter you from using the download data and backtesting, I'm sure this is a useful exercise. What I am saying is when you compare 1min data to tick data in terms of volume of data you release there is a hell of a lot of information missing & that in my opinion (not fact, yet) this is leading to overfitting of EA params leading to poor out of sample performance.

Even eyeing up the 200 data, you get one bar per minute, if you have watched a chart for any length of time you will know a lot can happen in one minute! even more unknowns are introduced when 'fractal tick modeling' is in play. In response to your very first question, why don't I use the 200 data? I think you should re-read my first post.
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