So, here are my current settings. Happy to hear any advice on them!

I’m using MetaTrader-Demo as the data source, but going into Symbol Settings and making it match my broker. I’m going for 15M timeframe currently on the 28 major pairs. My acceptance criteria is:

  • Minimum count of trades: 300 – 500 (I’m still experimenting)
  • Minimum balance stability: 80 – 85
  • Minimum profit factor: 1.2
  • I’ve also tried Minimum r – squared of various numbers from 60 – 85 instead of balance stability. Any suggestions?

For both in sample and out of sample I’m using Minimum profit factor: 1.1

For Monte Carlo Validation I’m using the default of Minimum net profit: 10, and Minimum count of trades: 100. I might try Minimum profit factor: 1.1 instead, would love suggestions!

Under Reactor, my Strategy properties are:

  • Entry lots: 0.1
  • Stop loss: always use
  • Type: Fixed
  • Min pips: 10
  • Max pips: 100
  • Take profit: Always use
  • Min pips profit: 5
  • Max pips profit: 50 (I’ve tried 10 and 100, but I was hoping trades would close sooner this way, since they must close by Friday anyway)

Generator settings:

  • Working minutes: 0 (I run until I get 10 or so good looking strategies for a portfolio–IF it finds any at all. I’ve let it go to 100 strategies with fewer minimum trades, but they were failures in demo accounts)
  • Search best: Net balance
  • Out of sample: 20% OOS (I’ve also tried 30%, not sure which is better)
  • Max entry indicators: 4
  • Max exit indicators: 2
  • Generate strategies with preset indicators is NOT checked
  • Use common acceptance criteria IS checked

I’m not using anything for optimize strategies. They took too long and rarely passed with less than 500 trades, and even then didn’t usually pass Monte Carlo afterward, but would pass Monte Carlo if they were not optimized. So I decided not to use optimization at all, unless someone has better insight?

The only thing checked under robustness testing is Monte Carlo, with the previously mentioned settings. Multi Market seemed to fail many strategies that otherwise looked good, and I’m barely getting 1 – 3 strategies in 48+hrs as it is. Sigh…

Any suggestions to any of the above?