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Picking strategies for live testing

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1 year ago #281064

What time period is most logical to use when comparing strategies that have passed all tests?

I have a workflow based on the videos by Chris White with some added Walk Forward tasks.

When the strategies has passed all tests I currently end with running the strategies over the entire time period (for EURUSD it’s from 5/5-2003 up until today as an example).

I then sort the strategies either by Profit factor or by Ret/DD Ratio and then I let those with highest results be tested on a micro live account.

However, by doing so am I curve fitting?

Is there a more logical period to be used?

The Build Strategies task is based on 3 years IS and 3 years OOS.

What do you guys use as final period when comparing and selecting strategies for market testing?

Grateful for any help :).

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