I have collected over 1000 EURUSD strategies using the following criteria:
REACTOR
DATA HISTORY: 2017 TO PRESENT
Premium Data adjusted to use with Oanda USA
Validator settings
Out of Sample 20% OOS
Acceptance Criteria
Complete backtest 1.2 pf
In Sample 1.1 pf
Out of Sample 1.1 pf
Normalization
Remove Take Profit unchecked
Remove needless indicators checked
Reduce Stop Loss checked
Reduce Take Profit checked
Normailize indicator paramenters checked
Out of Sample: 20% OOS
Numeric values steps: 20 steps
Search best: Net balance
Normalize Preset Indicators unchecked
Accemptance Criteria checked
Monte Carlo validation
Count of tests: 20
Validated tests: 80%
Then I determined best 10 strategies for my portfolio using LECTURE 5.3 as guideline
The following chart shows results for July thru mid-September. At the start of each month new best 10 strategies were selected:
As can be seen the trend is down and not up!