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I usually do MS EOD System Testing with 500 bars (just under 2
years). I notice that the manual says I should use at least 1000 bars
(preferably 2000) in order for the results/data to be statistically
significant.
My question: Is it really better to use 2000 bars instead of 500 or
250 bars? The stock had a completely different "personality" 2000
bars ago, and the market itself may have been very different from
what it is today. Don't I want to focus on trading systems which have
been the most successful it the last few months?
TIA
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