Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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- Roundtable Knight
- Posts: 1429
- Joined: Mon Dec 22, 2003 12:24 pm
- Location: Des Moines, IA
I have recently wondered if my forex testing could suffer from survivorship bias, especially when including some exotic/minor currencies such as MXN, ZAR, INR, NZD, HUF, etc. Has anyone else given consideration to this topic in the forex realm? I know in stocks its very important, futures, probably not so.