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I lost my train of thought
Moreover, running your strategy on different markets around the world could results in SIGNIFICANTLY different results for the same trading period & this is not a cause for concern. Running your strategy over different markets is only a minor indication of what your strategy is capable of achieving in different environments.

Start dates are important to the mix
Depending on the starting date of the test, this can also have a big bearing on the performance outcome of the strategy, this is the very reason why we need to mix the markets, mix the index & mix the dates when backtesting, don't shortcut this vital stage in the development of your strategy.

Skate.

[QUOTE="Skate, post: 1013047, member: 57364"] [B]I lost my train of thought[/B] Moreover, running your strategy on different markets around the world could results in SIGNIFICANTLY[B] [/B]different results for the same trading period & this is not a cause for concern. Running your strategy over different markets is only a minor indication of what your strategy is capable of achieving in different environments. [B]Start dates are important to the mix[/B] Depending on the starting date of the test, this can also have a big bearing on the performance outcome of the strategy, this is the very reason why we need to mix the markets, mix the index & mix the dates when backtesting, don't shortcut this vital stage in the development of your strategy. Skate. [/QUOTE]

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