teq56

Once upon a time in a statistics class I remember that the more variables your system has the more backtest you need to do. Something about a "T" test or "F" test. Not sure which. The more variables in an equation the larger the data set needs to be in order to be statistically significant. I'm sure google will provide more info than my failing memory. A weaker memory says something like 30 test per variable minimum! 3 indicators or filters means 90 test minimum. Like I said... this was a long time ago. I generally start with 100 before I will even consider looking any harder at an idea.