I'm stuck in a logic loop in my head, and could use some advice. I have an EA that I created and backtested on 1 and 4 hour charts. My original hypothesis was that the shorter the time frame, the more recent the backtesting limit. In other words, backtest a daily chart for 5 years and a 15 minute chart for 6 months. In my head this takes "changing market conditions" into effect, reasoning that I would need to re-optimize more often, as in every month to 3 months. But then I started down the rabbit hole in my head...am I constantly chasing "changing market conditions"? Am I forever just optimizing for last month?
How often do any of you who trade with an automated system re-optimize that system for new settings? Or to re-confirm the same settings?
And would you agree or disagree with my original premise, that if it's a shorter time frame, there's no need to go back as far on the backtest?
It's exhausting in my head sometimes...
How often do any of you who trade with an automated system re-optimize that system for new settings? Or to re-confirm the same settings?
And would you agree or disagree with my original premise, that if it's a shorter time frame, there's no need to go back as far on the backtest?
It's exhausting in my head sometimes...