### Comment:
Thanks I’ll check out algotrading. Training data is between 1 and 3 years. There is some model drift so teaching machine about how futures behaved 10 years ago is not very useful. Optimal length determined through testing and varies depending on signal resolution (10 min bars models rely on 5-7 years of data) 
 Due to the same model drift backrest period is 2 months and few most recent days.

### REPLY:
Main reason I asked after for how many decades you went back is to see how your model behaves in different kind of economical environment. You don’t have to train all several years at once but I imply let say if only train 2007-2009 then it may be lead you to different direction.

### END.