As a test tonight, I ran two browsers at the same time using MetaTrader-Demo, EURUSD, H1–one with custom symbol settings, the other with no changes. The only changes I made under symbol settings was swap long, swap short, and a $3 commission. After running both for about 45 minutes, here were the results…
Original:
Generator
Generated strategies 104006
Passed validation 51 (0.05 %)
Normalization
Calculated strategies 51 (3769)
Normalized strategies 49 (96.08 %)
Passed validation 51 (100.00 %)
Monte Carlo validation
Calculated strategies 51 (1020)
Passed validation 17 (33.33 %)
Custom symbol settings:
Generator
Generated strategies 104396
Passed validation 28 (0.03 %)
Normalization
Calculated strategies 28 (2105)
Normalized strategies 28 (100.00 %)
Passed validation 28 (100.00 %)
Monte Carlo validation
Calculated strategies 28 (560)
Passed validation 9 (32.14 %)
They run about the same speed, but one has half the results. It seems to be even worse if I upload data from another broker (since MetaTrader-Demo only has a handful of currency pairs). Is this maybe because of the $3 commission, where the other doesn’t have one at all?