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Samuel,
Just wanted to pop in and say thanks for the suggestions. Going 20-200 helped me find more strategies and I played around with each pair a bit.
I first tried 24 months data, 30% OOS, H1 strategies, 300 trades, minimum PF 1.2, normalizer 30% OOS, Monte Carlo 1.1 PF 80% valid.
if I found enough strategies, great I ran with it.
Most didn’t, so I moved on to 30 months and if I found enough strategies I ran with it!
If not, then I switched the time frame from H1 to others and found that most that didn’t work on H1 worked on M15.
If after that I still could not find enough strategies, I gave up on the pair.
I found 7 of the 8 I tested to generate enough strategies. NZDUSD was not a success. Any ideas on that pair?
Anyways, I’ve been generating 1 pair per night. I put 5 pairs on an account so far. The account is up $7600.00 as I am typing this.
The max drawdown so far is $5600.00.
If this continues like this, I’ll be trading for a proprietary trading firm very soon.
Thank you Petko for making this forum available to us and thanks Samuel for the help 🙂
Hey Matthew, you are welcome re my suggestions. Glad they helped 🙂
Requiring 300 trades over 2 years data will definitely be much easier to pass for M15 than H1 so that makes sense. If you want to get strategies for H1 also then I would be increasing the number of bars used in backtesting to be closer to what worked well on M15.
Not sure re NZDUSD, maybe try initially relaxing the acceptance criteria to get 100 or so eas into the collection and then investigate in the collection what seems to be the criteria that it is struggling the most to pass and make a decision about how best to proceed from there.
Well done on the great results so far. Good to see 🙂
Actually, I had 5 of them generate enough on H1. So I stuck with those 5 only.
I have decided I’d still like to do more testing on M15 pairs before placing them on my FTMO trial.
Anyways here are the results of the last 4 days doing only H1 pairs.
I still have 11 more pairs to test out on H1 to see if I can generate enough.
The way things are looking though, I’m very happy with the results I see below.
If this does end up being consistent, the saying goes “If it ain’t broke, don’t fix it.”I can always do more testing, but I want to focus the majority of my efforts on what is working.
Hey Matthew,
You are definitely working things out and seem well on your way to that ftmo prize :-).
Its great to the the good results and I definitely agree. If it ain’t broke don’t fix it, sticking with a system is a major key to success. I got lost a while back jumping around and trying too many things too often.
keep it simple and if it ain’t broke don’t fix it are two excellent rules to live by in trading.
will be interesting to see your results when you get more pairs involved for sure!
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