<![CDATA[Forex Software — Rigor in strategy design]]> 2016-10-29T22:55:55Z PunBB https://forexsb.com/forum/topic/6291/rigor-in-strategy-design/ <![CDATA[Re: Rigor in strategy design]]> I usually start out with the FSB Demo data and then once I have something that i think to be worthwhile I change to the broker data.

]]> https://forexsb.com/forum/user/2491/ 2016-10-29T22:55:55Z https://forexsb.com/forum/post/39491/#p39491 <![CDATA[Rigor in strategy design]]> In developing a strategy it would seem to me that we really should be using two sources of data.

1) the broker u will go live with

And once you find a strategy via fsb using your broker data

2) apply that strategy to the fsb demo data which is from a different broker on the same timeframe.

A good and sustainable strategy should both look reasonable albeit somewhat different but both profitable

If u place your strategy on the fsb demo data and it fails it would suggest that the robustness of the strategy is very fragile.  I realize the Monte Carlo accounts for slight differences however I would think as added measure people might to consider applying the fsb demo data as a final sanity check. 

Thoughts ?

]]> https://forexsb.com/forum/user/9282/ 2016-09-09T04:20:30Z https://forexsb.com/forum/post/38546/#p38546