I am trying to change the indicator parameters for existing strategy via the generator so that I can have a better strategy. I usually do it manually for each condition/indicator and it will give me a better strategy, without changing numerical indicator of course, since I try to avoid curve fitting. The manual method works but it takes a lot of my time, about 1 hour to do it for 14 indicators (i.e. 1 Opening Point, 7 Opening Logic, 1 Closing Point and 5 Closing Logics). For example, Opening Logic – Moving Averages Crossover, I can play around with Logic, Base price, Fast MA method and Slow MA method, using default numeric indicator values, to give me a better strategy.
Based on my understanding, the Generator is able to do it for me by testing out different combinations using “Link all slots”. I set up the generator with below setting. However, after 25k of computation, it does not yield a single strategy that is better than the current one. I'm able to find a better strategy via the manual process.
Max equity drawdown % = 5.09%
Executed Orders = 263
Win/loss ratio = 0.65
Max equity drawdown % = 8%
Minimum number of trades = 240
Minimum Win/loss ratio = 0.58
Use only default numeric indicator values
The remaining settings are shown on below screen.
I have attached the strategy too. Please let me know if I set up the generator correctly or have I missed out something. As always, thank you for your kind assistance.