Samuel,
Just wanted to pop in and say thanks for the suggestions. Going 20-200 helped me find more strategies and I played around with each pair a bit.
I first tried 24 months data, 30% OOS, H1 strategies, 300 trades, minimum PF 1.2, normalizer 30% OOS, Monte Carlo 1.1 PF 80% valid.
if I found enough strategies, great I ran with it.
Most didn’t, so I moved on to 30 months and if I found enough strategies I ran with it!
If not, then I switched the time frame from H1 to others and found that most that didn’t work on H1 worked on M15.
If after that I still could not find enough strategies, I gave up on the pair.
I found 7 of the 8 I tested to generate enough strategies. NZDUSD was not a success. Any ideas on that pair?
Anyways, I’ve been generating 1 pair per night. I put 5 pairs on an account so far. The account is up $7600.00 as I am typing this.
The max drawdown so far is $5600.00.
If this continues like this, I’ll be trading for a proprietary trading firm very soon.
Thank you Petko for making this forum available to us and thanks Samuel for the help 🙂