Hi!

When testing the strategy, do you guys use like a "standard" startdate? Like myself, my rule of thumb is to test the strategy the past 10 years, I think the biggest reason is to get enough trades for the strategy.


When checkning the results, which figures of the performance reports do you 'focus' on? I tend to look the most at the sharpe ratio. In the manual it says that tradeable strategys should have a SR > 1. I guess they mean in both the normal test as well as in the forward test - or can you accept a worse SR figure in a forward test? Like > 0.85? Whats your thought about this - discuss!

Sunny wishes

IBra