I've just learned how to use the Optimization tool in NT8 and am trying to figure out if it's better to optimize over a longer period of time or a shorter. In my specific case, I've written a strategy for 'GBPUSD' and have optimized it for 1/1/20-5/5/20 and while backtesting, it is profitable. However, if I set the range from 5/1/19-5/5/20, it loses money for most of those months from 2019, only to become profitable in 2020. Would it have been better to optimize the strategy over a 1-year period or is optimization generally something you should do every month or so?
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Hello mixonc,
Thank you for your post.
While our staff wouldn't be able to comment here for compliance reasons as that could be considered trading advice, I will leave this thread open in case any of our users would care to share their insight.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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