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Anonymous
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Hey Tanya,

I would recommend using the premium data (or historical data tool – both are the same really) to generate your strategies using more bars and more trades.

Then once you have a collection of EAs that have say 300 trades over 5 years on this data. I would download the collection and run it through the validator with your IC data selected to check that it performs well over that data also. Obviously when running through the validator you would relax the number of trades made. So for example if you had min trades set to 300 over 5 years using premium data then if only have a years data with your broker you would reduce the number of trades to 300/5 = 60.

I’d recommend 20% OOS personally but only use OOS for the strategy generation and not when running them through the validator for your broker data. Likewise with your monte carlo. Validator on broker data should purely be just checking that the statistics are correct.

 

 

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