Forex Software — Optimal Settings

Re: Optimal Settings

null@example.com (jbcdk) — Thu, 07 May 2020 03:33:05 +0000

Perhaps an idea to specify the Count of trades as a function of available bars in the backtest periode?

Re: Optimal Settings

null@example.com (Blaiserboy) — Wed, 06 May 2020 22:28:48 +0000

you will have to adjust according to time frame, eg 5 minute has many new trades than 240 minute

Re: Optimal Settings

null@example.com (Minch) — Wed, 06 May 2020 16:37:17 +0000

Thank you - that's useful. Do you mean 100 minimum per year or overall?

Re: Optimal Settings

null@example.com (Blaiserboy) — Wed, 06 May 2020 10:29:28 +0000

I think that you might consider 'Count of Trades' as requiring 100 minimum so as to have statistical significance.

Just an opinion.

Optimal Settings

null@example.com (Minch) — Tue, 05 May 2020 14:24:06 +0000

Bit of a broad topic, but I wanted to see what other traders are doing in terms of initial settings for the Reactor. Im searching for H1 strats across 21 combinations. Initially, I use:

R-Squared : Min 60
SQN : 1.5
Profit Factor : 1
Count of Trades : (Backtest years X 50) - 50
Return DD : (Backtest years X 0.5) - 0.5

Once I have 100, I then tighten up a bit.

Interested to see what combinations other people use to find strategies - Im struggling on some currency pairs, e.g. EURUSD finds loads of strats, but AUDNZD takes alot longer.

Thanks for sharing