Hi Robins,
I think that it is worth a try.
Here is what I do: When I generate strategies I use different look back times such as 3 months, 6 months, and 12 months, etc. Also I trade all the major currency pairs and their crosses as well as all the minor currency pairs but I don’t generate all the strategies for all these currency pairs all at one time. I have a list of all these currency pairs. So I just start down the list. Everyday I will pick the next currency pair add it to the generator, choose a lookback time period, and let is run for 10 hours overnight. The next day I pick the best strategy and add it to my demo account. Then I pick the most profitable strategies for my live account. For me I feel this diversifies the currency pairs, the lookback timeframe, and the changing market.
So, don’t be afraid to experiment with various methods, test them and determine which works best for you.
Happy Strategies,
Alann