is this a good practice

Discussion in 'Strategy Development' started by ProgrammerGuy, May 24, 2007.

  1. I'm using trade station. What I do is I find what works from 2001 to 2005 on say the 15 stocks in the transportation average find a strategy that works, test in from 2005 to currentdate and if it holds up I trade live.

    I also do that for other sectors. My only concern is that it might not be a robust way of doing is because all the stock in the transportation average are highly correlated.

    Comments?