Okay, I will test this method of 30% OOS for the generator as well!
Another thought I had is sharing my normalization parameters and strategy properties settings to see if you or Petko or any other experienced user might have some suggestions on if I’m doing something wrong.
I’m using strategy properties of always using SL and TP on NASDAQ and BTCUSD.
My NASDAQ settings are at 10,000 min and 50,000 max for both SL and TP.
BTCUSD I’ve tested 300,000 min to 600,000 max for both SL and TP (here I find it easy to find strategies, however, the system gets high into profit and then doesn’t close the trades once they get into profit because the TP is so far away and the market just reverses)
BTCUSD I’d like to test 150,000 min to 300,000 max for both SL and TP. The problem here is I find it difficult to find strategies. The 14-period average true range of the D1 chart is around 250,000 ish right now. So that means that on an average day I’ll see about 250,000 pips of movement in a single direction and the hope is the strategy catches somewhere at the beginning of that 250,000 and continues for the remainder of the day and into the next day to close at the TP. So trades would be open for usually a max of 2 days unless it’s a fluctuating market.
Optimization settings:
Remove Take Profit is unchecked everything else is checked.
Out of Sample 30% OOS.
Numeric Value steps 20 steps for NASDAQ and 40 steps for BTCUSD
Search best Net Balance
Thanks again for any suggestions you might have for me to try.