Buffalo Bill Legend   Posts: 539 Joined: 10/3/2006 Location: Stafford, VA  User Profile | OK so you go thru the ATM 3 Auto Trend method and get it where you like it. Now you want to trade it. Soooo how much BT bars does ATM3 need to do a good analysis for solid walk forward results? Right now the profile goes back to 2010. That's much longer than you need when you deploy the method. I assume you would also check "use all prior data" so ATM is always using the latest WF results. You need enough data for ATM3 to be able to figure out the best combo of strats/symbols but how much is that? Using monthly increment periods for WF, is it 6 months? 1 year? I found 210 analysis bars improved my results over the default of 160, so I think that's the absolute min, but you need bars PRIOR to the start of the analysis for EMA calcs, etc (if you want things to be accurate and complete). So if you use a 200 EMA somewhere you're at 410 bars loaded as a min for example. So maybe last 2 yrs of bars, or 500 bars, in your data period BT setting in the to do Thoughts? IDK. | |
