What historical periods are you using for backtest?

Discussion in 'Automated Trading' started by steve.wong, Jul 27, 2009.

  1. For intraday trading strategies, what historical period is most similar to current market? I am thinking 2008 may be not good since it was a big bear and the market momentum changed.

    Thank you for any advice.

  2. Generally people say you need a minimum of 5 years of data for an intraday strategy.

    If you're doing position or swing trading then much longer is better. Maybe 15 years.

    But you can user lower granularity data.