I am failing to generate strategies don’t know why? I tried on 2 assets XAUUSD & EURUSD. I keeping getting message of Acceptance Criteria too strict etc. I am following exactly the steps recommended by Petko and I list below the same:
1. Historical Data – I am taking from FS Dukas copy- adapted to my broker specification. M-15 Time frame.
2. Strategy properties – SL – always use; fixed or trailing; Range 10 – 100; TP – always use; range – 10 to 50 pips
3. Generator setting – 300 mins; Net Balance; 20% OOS. Common Acceptance Criteria – Min net balance 10; Min count of trades -300, Min profit factor – 1.2; In sample (training) profit factor 1.1; Out of Sample (trading) profit factor 1.1;
4. Back Test output – Net profit; Profit factor; R squared; Max stagnation; count of trades;
5. Collection – I have no performance filters; only resolve correlation automatically.
6. Data – Max Bars – 200.000; Min Bars – 300; Not using any date range.
I am not even using reactor because at generator level itself I am not generating strategies or sometime one or two! What mistake am I making? Help please. It seems for XAUUSD a different approach is required – Petko can guide please. But why am I failing? What other possibilities should I be experimenting with to generate strategies?
VJ