Optimal Timeframe for EA Optimization (for .set files)

[ByteBrain]

Hi everyone,

For the MetaTrader builders and EA experts out there, what timeframe do you generally recommend when optimizing an EA to get good .set files?

I've heard that using very old data (e.g., 10+ years) might not be ideal for today's market conditions. On the other hand, relying solely on very recent data (e.g., the past year) might lead to settings that fail long-term tests or are overfit to recent market behavior.

What are your thoughts on finding the right balance? What timeframes have you found to be most effective in creating robust and reliable .set files for EAs?

Thanks in advance for your insights!

 

[Enivid]

This depends a lot on the nature of the used strategy. If it's a swing/long-term trading system, then old data is still good for testing. For scalping, you'd probably want something more recent. Anyway, when optimizing, remember to keep some reserve period for out-of-sample testing to avoid over-optimization (data mining bias).