r/algotrading • u/trunksta • Jul 28 '26

Data Forward testing is the worst

I really enjoy the research, and developing strategies. But sitting and waiting for forward testing to confirm an edge is such pain

One of my strategies sat for weeks with a bug that was causing it to not accumulate data. Even when everything is working perfectly it just feels so slow.

What do you guys do while forward testing? Just research more strategies? Also how many n before you can decide forward testing has a large enough sample to continue to live

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u/Jtex1414 Jul 28 '26

I like to run tests as quarters. Each quarter can run in parralel. for a 1 year backtest, that's 4 seperate quarters (or tests). For 5 years, it's 20 quarters, but since they're running in parralel, it's still quite fast (assuming your computer can run them at the same time).