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

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


marked as duplicate by chrisaycock Aug 9 '12 at 11:20

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

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    $\begingroup$ ATS usually stands for "alternative trading system" (like the ECNs), not "automated trading system". I was really confused by your question title. $\endgroup$ – chrisaycock Aug 9 '12 at 11:20

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.


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