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Originally Posted by raytracy
I (or someone) don't know how many weeks can it survive in real live trade....
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what is an acceptable testing period for an ea to move from backtesting to forward testing? 2 years? Or perhaps the longest time possible (1999.1.1 to today)?
I have an ea that produces amazing results in backtests for all major pairs since 1999.1.1. But one currency (gbpusd) showd loss from 2006.10.1 .
There seems to be no guarantees using backtests. Money mngmt is the key...
attatched r sample results,