Topic: Multi Markets struggles

I have been struggling to find strategies that perform well in the FSB Pro's Multi Markets Analysis. Over the last several months of strategy generation, I have found numerous strategies that look very promising in all aspects except Multi Market. In fact, I have not found a single strategies that I would consider using in multi markets. Any thoughts from the community?

Re: Multi Markets struggles

I have had some luck using very simple strategies on 240 minute time frame

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

Re: Multi Markets struggles

Thank you Blaiserboy! In fact for the last several days I have been generating strategies in 4H EURUSD, with max 2 slots opening, 2 slots closing, SQN criteria for generator & optimizer, using FSB Demo data. I have found numerous strategies that will progress to the demo account for further evaluation, unfortunately none of these strategies look good from the multi market perspective. Also, over the past several months I have studied various FSB strategies for different currency pairs, in the 1 hour, 4 hour, and 1 day TFs, with similar MM success.

Given this past/ongoing lack of success with MM, is me that needs to be more patient and continue to search for the strategies that appear to be MM successful, or am I placing too much significance on MM as a success criteria?

Re: Multi Markets struggles

How many confirmations are you requiring.. and how many instruments are you comparing to.

I use one confirmation, even with just one it is difficult but that one ensures some measure of robustness

You may have to go with Monte Carlo

This is pretty subjective stuff, at least to me.

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

Re: Multi Markets struggles

I typically include the 9 other currency pairs in the FSB demo data for the MM evaluation, and look for confirmation with at least 4 of the other pairs exhibiting a positive expectancy. I have not considered using just one confirmation as I think that this may be due to randomness, or dumb luck.

It would be an interesting experiment to include number of other instruments with a positive expectancy as part of the acceptance criteria?

Yes, this is all very subjective....