Topic: ''Multi Market Optimizer''

My belief is that  a good strategy makes money in any market is put to trade. This is also  true in historical databases, which are different from one broker to another. A profitable strategy on historical data of several brokers is more likely to be profitable in future.
    I have 5 databases from different brokers. After I have created a  strategy using the database of the broker that I am trading with, I put it to a test in other databases on the same currency pair. The result of a good strategie loks like this:

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        I am taking into consideration for trading only those strategies that have a lower drawdown of 35% from all databases, and those from my broker s database that have a lower drawdown of 20%. In this example is 11. This trategy drowndown is: 24%, 35%, 24%, 43%,25%,11%

http://s8.postimg.org/75bdzfbld/image.jpg


http://s29.postimg.org/d4ppq6az7/image.jpg

        I need a tool like ''Multi Market Optimizer'' that makes optimization strategy in several markets simultaneously. One change in a parameter of an indicator will be tested not only in one database(like now) but on all databases. The results will be filtered according to the acceptance criteria (maximum equity drawndown%, maximum stagnation..) but on all databases simultaneously. EX.  Show only variants of the strategy that have a  drawdown below 25% in all the databases and from them you can choose which option  meets your requirements of trading. In this way we will know which is the best possible option of the strategy in several markets and we will not have over  optimized strategies that have a nice curve-fitting  and  looks good in a market, makes a lot of money and in another data source bankrupt your account.
      EX. Now this trategy drowndown is: 24%, 35%, 24%, 43%,25%,11%. After multimarkets optimization I would like to choose the best possible combination of data indicators of this strategy that  have a drawdown below 25% in all the databases, the shortest "maximum stagnation" period and certainly the biggest profit.
      What is your opinion about?

Re: ''Multi Market Optimizer''

A very interesting approach!

Thank you for sharing.

daveM

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: ''Multi Market Optimizer''

Hi Popov,


  What is your opinion about a new tool like ''Multi Market Optimizer'' that makes optimization strategy in several markets simultaneously. One change in a parameter of an indicator will be tested not only in one database(like now) but on all databases. The results will be filtered according to the acceptance criteria (maximum equity drawndown%, maximum stagnation..) but on all databases simultaneously. EX.  Show only variants of the strategy that have a  drawdown below 25% in all the databases and arange them after (parameter) net balance ... and from them you can choose which option  meets your requirements of trading. In this way we will know which is the best possible option of the strategy in several markets and we will not have over  optimized strategies that have a nice curve-fitting  and  looks good in a market, makes a lot of money and in another data source bankrupt your account. More detail in my last post.

Re: ''Multi Market Optimizer''

I like these ideas.......!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: ''Multi Market Optimizer''

I took a daily test and put it into MultiMarkets today.......

and checked it against 4 hour data for all of the currency pairs in FSB demo data......

To my surprise.......... 4 hour results on every pair were better than the daily on the Euro

Interesting tool is the Multi Markets!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....