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I started creating this strategy collecting over 5000 strategies using ExpressGenerator with a very stringent filtering. I did my final filtering using EA Studio creating over 100 strategies. I then selected the best 50 strategies, created a portfolio and backtested the portfolio of 50 strategies using FTMO historical data from October 2022 through October 2023. I then forward tested (OOS) over the last 30 days. I am now ready to start an FTMO 10K challenge.
Alan,
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