- This topic has 1 reply, 1 voice, and was last updated 1 year ago by
.
-
Posts
-
-
Hi Team,
Just thinking out loud again! Can anyone help with some pros and cons of my below idea on process for applying EA’s
1. I have created a collection of EA’s (largest data horizon possible) with guidance from Petko and his Courses.
2. What if I then test my collection in ea studio using only the last 1-2months Data horizon. (ensuring it still has enough bars to calculate) I will create my portfolio using only the last 1-2 months data. I understand there may not be many count of trades however I am ok with that because I have already validated the EA over longer backtest. I would just filter the collection of EA’s over the 1-2 month data horizon to my normal filtering process (i.e. R2, win:loss, Netprofit to make a 10-30 EA portfolio)
3. I then intend to apply the portfolio directly to a live account and closely monitor each individual EA and the portfolio. I can remove any losing EA’s pretty quickly (i.e. if it is net negative after 3-5 trades)
Not sure what the community thinks about my risk appetite here haha but please give me some feedback!
thanks team!
Michael Richardson
-
UPDATE:
I have discovered OOS and now utilising this to help solve my above query
-
- You must be logged in to reply to this topic.