Could someone please explain in more detail the purpose of this "warmup period" and how it should be used?
For example, I have downloaded 4 months of backtesting data, 1.1.2017 - 30.4.2017, because I would like to test my method based on M15 candles for 4 months period. But, I also want to make trades only on a positive long term trend, which would be filtered with EMA 960 (=~ EMA 10 on D1 chart).
So, does this mean that I have to set "warmup period" at 960? What happens if I don't?
And does this also mean that the first trades can be taken only after that period is gone, which is about 11.1.2017? Should I set the backtesting period to include the warmup period or not, i.e. should the back tester's start date be 11.1. or 1.1.?
For example, I have downloaded 4 months of backtesting data, 1.1.2017 - 30.4.2017, because I would like to test my method based on M15 candles for 4 months period. But, I also want to make trades only on a positive long term trend, which would be filtered with EMA 960 (=~ EMA 10 on D1 chart).
So, does this mean that I have to set "warmup period" at 960? What happens if I don't?
And does this also mean that the first trades can be taken only after that period is gone, which is about 11.1.2017? Should I set the backtesting period to include the warmup period or not, i.e. should the back tester's start date be 11.1. or 1.1.?