Hi Ricky,
Yesterday I tried many times to generate strategies that would show profit in November 2023 but could not find any. I then sat out to determine why. I finally decided to look at the Indicator chart for EURUSD for the complete year of 2023. I found the date period of June 1, 2023 through October 31, 2023 to be mostly during the period in which EURUSD was trading in a range. So what happens is EA Studio then creates strategies that work good in trading ranges. However, the test period of the whole month of November was in a trending period of the market. The problem is strategies that are generated during trading ranges do not work well during the period of time when the markets are trending. I was able to find one or two strategy that did manage to show profit during the month of November but I could not find 5 or more strategies to add to a portfolio that would show profit during the month of November. I then generated strategies for the first 3 months of 2023, added the top 5 to a portfolio and then looked at how they performed during the month of April. During these four months the market was trending. I found the portfolio did result in nice profit during the month of April.
Note: I used OOS = 30% for January 1, 2023 through March 31, 2023 to have out of sample equal to one month.
Alan,