Hello all :),
I’m totally new in the forum and in EA Studio, trying the free trial for now and checking all available videos that Petko is sharing.
First of all I wanted to thank you Petko for this amazing forum and software, and also for sharing all the videos. It’s being really helpful to understand this new world called EA’s.
The question I wanted to share with you all is how you guys are deciding if one strategy is robust or no. I have been learned in the videos that we have 3 methods to check it out.
First is the Walk Forward Optimitzation, Monte Carlo test and Multi Market validation. All good until here.
Let’s say we generate a strategy that pass Monte Carlo test and Multi-Market test, but not the Walk Forward Optimization. Is this strategy robust?
Or another example, we have a strategy that pass Walk Forward Optimization and Monte-Carlo but not the Multi-Market. Is this strategy robust?
What I wanted to know, if you guys are applying an importance rate for each test. Is some of the test more important than the others? For you, to consider a strategy robust needs to pass all 3 tests?
I would really appreciate your opinion in here.
Thank you again Petko, and thank you all!