Hi John,
I use last one year of historical data from the broker/prop firm I will be trading with.
Default Monte Carlo
Answer 1: I use individual EAs not portfolio
Answer 2: I make lot size changes on the weekend
Answer 3: I actually have 5 trading accounts working and each one uses different settings and they all work. When I create a strategy using premium data, for example, and then change the historical data to something else, for example, Blackbull, I get different results. In some cases when I create a nice looking strategy with premium data and then change the historical data the result shows strategy losses. I think this is what is happening to you. So each brokers historical data is different. As a result the secret is not the settings used in creating the strategy but using the same historical data you are going to use when trading.
I do not use portfolio EA.
I let EA Studio choose SL and TP.
Answer 4: I do my final filtering in collections.
Alan,