Algo Q&A by Kevin J. Davey
FINDING THE BEST PARAMETERS FOR YOUR STRATEGY
I want to ﬁnd out the optimum timeframe (bar size) and market for my strategy. How do I do that?
Most retail trading software packages allow you to optimize just about every parameter in your strategy, but may not allow you to easily test your strategy with one-minute, ﬁve-minute, 10-minute and 60-minute bars. You may not also be able to quickly test a variety of symbols to search for the best-performing one ...