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Skate, do you or have you thought about re-testing your system after trading it for some time.An example could be: if real trading for a couple of years, backtest say 5 years plus one year actual trading with one year out-of-sample and compare?I was out of the market a lot of last year and average trade can be 6 months so very few stats.Any thoughts about this? I've read people like to retest every year but I'd say it depends on your average trade length.
Skate, do you or have you thought about re-testing your system after trading it for some time.
An example could be: if real trading for a couple of years, backtest say 5 years plus one year actual trading with one year out-of-sample and compare?
I was out of the market a lot of last year and average trade can be 6 months so very few stats.
Any thoughts about this? I've read people like to retest every year but I'd say it depends on your average trade length.
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