Hello,

I have been searching for edges (intra day trading egies) from the market and studying the chart day daily. I also programmed a few egies, but I haven't back evaluation yet. The egies I construct usually find 1 trade per day if installation signal is accurate.

My egy would be to define an in sample period for backtesting/optimizing/curve fittingout of sample period to test the egies.

Few Questions :

1. What in sample period would you advoe? I was thinking 2006-2011, but should I be using newer market conditions to test the edge? I believe I'll get about 800 trades throughout 2006-2011. Or a newer market state in sample period is 2014-2016?

2. What from sample period would you advoe? I was thinking 2011 - 2017. Or a newer market state out sample period is 2016-2017?

Thank you