I do something similar. To test my ideas for example on H1. I use 5 years of data COT 5 and PF 1.2. I go back 5 years and 2 months. I set the data horizon for 5 years and exclude the last 2 months. I keep the reactors running until I have at least 300 strats and sometimes up to 2000… I then use the validator to “feed in” all my strats (the validator does not have the limitation of 300 like the collection does). I set the validator settings to something a bit broader like COT 5 and 2 consecutive losses. I then set the data horizon to 1 month ago so 1 month following on from the five years that the strats were created on. I then experiment with different filters on the collection tab. COT 5 – 10, sort by PF, WL ratios etc….. Then i select the top 5,10,20 and create the portfolio. Then change the data horizon to the last month and recalculate. Now you will see how your portfolio would have run in the last month with the previous months filters you applied. This gives you the ability to test 100’s of ideas and get a pretty good idea of how they will work in the future. Of course I am sure that this will not be quite as effective as running your ideas forward in actual time but it will let you know if you are on the right track. Because i have now created about 1000 strats for each of the 11 pairs that i trade i am setting the validator setting more stringently. Currently COT 8 and Losses in a row 1. This normally takes my 500 – 1000 strats to about 50 that meet the criteria for the month. From there I am finding the best ones are top 5 sorted initially by NB and then filtered by PF but I am still testing. I then run these top 5/10 forward on a demo with a balanced selection of currencies. So always the currency appears an equal amount of times: – EU, GU,GJ, EJ. that covers the 4 main currencies. I am now experimenting with adding AUS and CAD so You need 9 pairs to get even exposure: AC, AJ, EC, EJ, EU, GA, GJ, GU, UC. I have only just started to realise the power of the validator so I encourage to have a play with it if you haven’t already….
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