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Make sure you test it
Stress test your strategy, backtest the strategy, test it with in-sample and out-of-sample data, and test it over different Indexes and over different time frames, even different markets around the world as your strategy needs to work under all conditions.

Do the work
Backtesting with in-sample and out-of-samples data is a thread in itself & goes beyond the scope of this thread to explain what I mean.

In-sample data
In-sample testing means testing your strategy against data in a sample confined data set, optimising your strategy to achieve the desired outcome. Screwing the strategy allows you to get the best out of your parameters.

Out-of-samples data
Out-of-samples data is data that your strategy hasn't seen before & out-of-samples results are the only results worth taking notice of to critique your trading system.

Strategy development
Strategy development needs In-sample data testing to get to a point where you are happy with the results. Than you can run your strategy to see how it performs outside of known data.

Skate.

<blockquote data-quote="Skate" data-source="post: 1013038" data-attributes="member: 57364">Make sure you test itStress test your strategy, backtest the strategy, test it with in-sample and out-of-sample data, and test it over different Indexes and over different time frames, even different markets around the world as your strategy needs to work under all conditions.Do the workBacktesting with in-sample and out-of-samples data is a thread in itself &amp; goes beyond the scope of this thread to explain what I mean.In-sample dataIn-sample testing means testing your strategy against data in a sample confined data set, optimising your strategy to achieve the desired outcome. Screwing the strategy allows you to get the best out of your parameters.Out-of-samples dataOut-of-samples data is data that your strategy hasn&#039;t seen before &amp; out-of-samples results are the only results worth taking notice of to critique your trading system. Strategy developmentStrategy development needs In-sample data testing to get to a point where you are happy with the results. Than you can run your strategy to see how it performs outside of known data.Skate.</blockquote>

[QUOTE="Skate, post: 1013038, member: 57364"] [B]Make sure you test it[/B] Stress test your strategy, backtest the strategy, test it with in-sample and out-of-sample data, and test it over different Indexes and over different time frames, even different markets around the world as your strategy needs to work under all conditions. [B]Do the work[/B] Backtesting with in-sample and out-of-samples data is a thread in itself & goes beyond the scope of this thread to explain what I mean. [B]In-sample data[/B] In-sample testing means testing your strategy against data in a sample confined data set, optimising your strategy to achieve the desired outcome. Screwing the strategy allows you to get the best out of your parameters. [B]Out-of-samples data[/B] Out-of-samples data is data that your strategy hasn't seen before & out-of-samples results are the only results worth taking notice of to critique your trading system. [B]Strategy development[/B] Strategy development needs In-sample data testing to get to a point where you are happy with the results. Than you can run your strategy to see how it performs outside of known data. Skate. [/QUOTE]

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