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March 17, 2020 at 0:10
#41966
Anonymous
Inactive
Hi,
Are you using default for the Monte Carlo validation? Minimum net profit 10 and minimum count of trades 100?
If you have a good number of strategies that passed acceptance criteria but they fail to pass Monte Carlo validation, probably there is a problem with data you are using, maybe too small number of bars loaded. How many bars do you have? Which timeframe?
About acceptance criteria, what is the minimum count of trades do you set? Minimum 300 or more?
Are you using out of sample?