Possible Duplicate:
How much data is needed to validate a short-horizon trading strategy?

How far back do people usually backtest trading systems? months? years?

  • 1
    $\begingroup$ ATS usually stands for "alternative trading system" (like the ECNs), not "automated trading system". I was really confused by your question title. $\endgroup$ Aug 9, 2012 at 11:20

1 Answer 1


I think this question has been asked before, but it's not about time-frames per se, but about having enough results to satisfy whatever statistical criteria you have decided to adopt.


Not the answer you're looking for? Browse other questions tagged or ask your own question.