Hello guys,
something that I figured out recently and I wanted to share.
I use the OOS when generating the strategies with the reactor, and after that, I filter the strategies with the min count of trades.
This way, when generating strategies, I am already testing the EAs for the last 20% of the data(simulating the Demo account) and when I filter them with the min count of trades basically I get the robust strategies.
Plus the Monte Carlo is there of course. This way I feel much more comfortable…but it took me nearly 2 years to realize what should I be using for my self.
Yes, I know Petko showed that in some of the courses, but maybe I was not ready to accept it :)