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Author Message  avihud Member Username: avihud Post Number: 10 Registered: 06-2003 Rating: N/A Votes: 0 Thursday, June 21, 2007 - 10:32 am:     Hi all, I came out with trading plan that gave fairly good results. The thing that bother me in this plan is that for each short trade i have 4 longs. This is due the fact that we are in an uptrend. The profit is in the same ratio. Basically my question is how reliable is trading plan that was done on the last 2 years? Since the market is changing all the time, Do you think that data before 2003 is still relevant? What do you think? Avihu  adetsec Member Username: adetsec Post Number: 18 Registered: 10-2002 Rating: N/A Votes: 0 Thursday, June 21, 2007 - 11:28 am:     Good question Avihu. The answer is, not at all. The markets generally have been in a raging Bull cycle for the last two years and it is important that you use a much larger sample to back-test your strategy. There are a couple of ways to do this, (1) Pick other times in the market when a Bull cycle did not exist and retest the strategy, (2) Use a back-testing software like TradeSim which can utilize many years of continuous data. You will find that this method is much more reliable. I suggest you also use good data (I use www.premiumdata.net) which is clean and adjusted. Incredible Charts Free Charting Software Auto-Fit Trendlines Trend Channels Linear Regression Channels Raff Regression Channels Standard Deviation Channels Comments for discussion only. Not to be construed as advice.  avihud Member Username: avihud Post Number: 11 Registered: 06-2003 Rating: N/A Votes: 0 Thursday, June 21, 2007 - 12:05 pm:     So, If I understand correctly you think that data before 2003 is still valid for back testing. The reason I am asking because I often hear that signals are not staying forever. The Markets are changing and so are the signals, what will it say if I test it on data before 2003? Maybe another way to look at it is to look at what is happening now? and deal with it. Does anyone have a plan that proved herself over long period of time 5-10 years? Can anyone recommend on intraday data company?

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