Hey Petko, Richard & everybody
@ Petko:
YOUR BEST, LATEST & EASIEST METHOD (condensed – in my words):
1. Create 10-25 strategies over 3 years of Historical data
2. Wait one month
3. Add the that one month to the Historical data
4. Recalculate everything and create a Portfolio Expert with NEW 10 best strategies
5. Run the Portfolio Expert with these 10 EAs on the new month LIVE
6. Rinse & repeat (without waiting one month)
MY METHOD (inspired from and built on your method):
1. Create a Portfolio Expert with 10 best strategies over 3 years of Historical data
2. Wait one month
3. VALIDATE the Portfolio Expert with 10 strategies on that month ONLY (BEFORE adding that month to the 3 years)
so that we can see what would have happened if we run them LIVE on that same month
4. Now we add the last month to the historical data (and subtract one month from the beginning of the historical data
to keep the period length of 3 years constant)
5. RECALCULATE and CREATE a NEW Portfolio Expert of 10 best strategies
6. Run the Portfolio Expert with these 10 EAs on the new month LIVE
7. Rinse & repeat (without waiting one month)
Is my method useful or full of holes?
Please comment!
Thanks.