I like to run monthly optimisations on any EA i trade, to ensure the EA setfiles deployed are inline with the ever changing market.
One of the important settings I always optimise is the lot size however I have noticed the FTMO Robot does not allow the lot size to be selected for optimisation. This means lot size testing must be done manually and and a separate test run done each time which is not efficient.
Could you pls advise why this important setting cannot be selected for the optimisation ?
Also, I typically run optimisations using ‘every tick based on real ticks’ but as the FTMO Bot opens trades based on open bars, would it be possible to use the much faster ‘open prices only’ modelling when running an optimisation?
When optimising, my tester settings are typically as follow;
The longer term testing is usually current YTD test start with an IS/OOS forward period and the shorter more recent testing is typically 16-weeks, both using an IS/OOS of 1:4 ratio split.
The results are then extracted into excel for data analysis using the rules i have developed.
I like to use the ‘Slow Complete Algo’ optimisation with ‘Complex Criterion Max’.
Can you please advise if this optimisation process outlined above is suitable for the FTMO Robot and if not pls advise the process you recommend?
thanks