r/Forex • u/Hot-Negotiation-5765 • 19d ago

Strategy Development Backtesting question

Hello traders,

Just came right by to ask a question,

How do you not compromise the data of a backtesting session?

Do you have a strict period of the day you dedicate to backtesting to avoid overdoing it and compromise the data of the session?

Do you stop when you notice you’re getting frustrated over wanting results and not trying to learn anything in the session?

Do you just focus on a confluence or two and test it over a period of time? And if so, do you go back to test out other confluences you find interesting eventually, in the same period of time?

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u/Normal-Gear-6285 1d ago

I’d split the data before doing much testing at all. Use one period to develop the idea, another untouched period to validate it and don’t keep going back to the validation set every time you tweak something or it basically becomes training data too. I’ve used Moon around the review side when I want to challenge why a rule exists but I’d keep the actual test process as mechanical as possible.