Pruning Strategies (my 2 cents)

2018-01-08T07:03:14Z

Hi
So have been pruning strategies that do not perform and not much impact on the overall performance of the portfolio. I tried a different approach. Instead of pruning I have started to optimize the non performing strategies and have had better results. I do this after a period of a month or so.

The reason why I did that was because if a strategy passed my criteria for a period of (12,000 bars H1) in the backtest then there must be something that is not letting it perform. I do analysis to see things like..did this strategy always incur losses in December...look at the market for December and see how the market has changed for example a pair hit a peak that it had not hit in the past 2 years...simple stuff like that.

The second reason was that a strategy that did bad in one month did amazing in another month..so pruning would not have helped.

Taking the portfolio approach...so many strategies for each pair and then many pairs.

Regards,

Forex Software — Pruning Strategies (my 2 cents)

Pruning Strategies (my 2 cents)