I’d like to hear how many months of data Petko recommends. I’ve always heard having more time for more trades is more robust, however, having too much of a time period reduces potential profits. That’s why I stuck with 13 months and 300 trades.
My new game plan for testing is going 15 months backwards to 2 months backwards.
300 count trades.
PF >= 1.2 in sample and out of sample.
normalize 30% OOS (all boxes checked except for remove take profit.)
Monte Carlo 80% 1.1 profit factor last 2 boxes checked.
I’ll generate a pool of about 1000 strategies to run through the validator from 2 months to 1 month ago.
All the strategies that had PF >=1.2 will be downloaded into a new collection. (This will be my last step before a mock demo)
Then I’ll run the new collection through the validator from 1 month ago to half a month ago.
all the strategies that had PF >=1.2 will be downloaded into a new collection.
At this point, if it was real-time I’d consider the strategy acceptable to go on a demo account (it’s going to be a “live” demo account.)
I’ll run it through the validator one last time to see if it was profitable from half a month ago to today. (This would be the point if it was a real account that I’d repeat the process and swap out the bots for new ones)
I’d like to find a way to make consistent profits every month with this and I’m gonna get there!
All please let me know if you have any suggestions for me and I’ll let you know how this testing goes.