Hi Petko,
Thanks for the fast response. I reply following your questions
1. Your broker obviously has different live and demo price quotes. Why do you get a different number of trades? Did you try to backtest the EAs over the live Historical data? Does it match with the Demo?
[Facundo] You might be right. I will try with JFD and see if that one is better.
I don’t know why I get different number of trades. But in Demo account I select the strategies that are profitable then i put them in EA Validator and I see in Validator trades that the Demo account didn’t open.
No. I didn’t try to back test with the live historical data. only the demo.
If the Demo server is different from the live server, the Demo testing is basically useless.
2. Why do you run the Monte Carlo after testing on Demo?
[Facundo] Because I thought that way i can validate if the Strategy which is giving profitable trades on demo is passing montecarlo validation. I did it to double check. Maybe is not the right way.
Why don’t you use it in the Reactor while generating the strategies?
[Facundo] I didn’t understand this question. I did use the reactor to create initially the strategies. Is that what you mean?
3. How do you generate the strategies? What are your acceptance criteria?
[Facundo] with the reactor. I generated them 2 weeks ago and I creating new ones every week. Then I put the strategies in the Demo account and select for Real account only the trades that are profit more than 1.2
My acceptance criteria is
Min count trades : 300
Profit factor : 1.2
Min r square: 60.
10% OOS
And montecarlo validation
4. How many counts of bars do you use when you are generating the strategies?
I used the meta trader Demo. So as many as it gives me.
thanks for the help
F