1 (edited by acharyadas 2010-06-16 18:16:35)

Topic: Different approaches of generating perfect strategies

Hi,

I use strategy generator and see it saves a LOT of time to check different strategies.
Which philosophy is the best to create the perfect strategy:

1. Using only one specific time frame and currency pair (for example EUR/USD and 5 Min):

a. Use only 1 week/1 month of market data to generate strategy (after all it is current state of market)
b. Use few years of data on the specific time frame

2. Trying to find strategy which will be getting profits on all time frames in given currency pair

a. Use only 1 week/1 month of market data to generate strategy (after all it is current state of market)
b. Use few years of data on the specific time frame

3. Trying to find strategy which will be getting profits on few main currencies (EUR/USD, GBP/USD, USD/JPY, EUR/GBP) in one time frame

a. Use only 1 week/1 month of market data to generate strategy (after all it is current state of market)
b. Use few years of data on the specific time frame

4. Trying to find only one time frame which is most reliable and most noise free (longer time frames like 1h, 4h, 1d)

a. trying to find the strategy working on all main currencies (EUR/USD, GBP/USD, USD/JPY, EUR/GBP) in the same time frame

Please tell what are your experiences with forward testing strategies and which above philosophy is the best?

Re: Different approaches of generating perfect strategies

I agree, I have done exactly that (EURUSD15 for only the past month)
See my results and tell me what you think, I don't have much data for past years, maybe you can test them. Remember to set the Data Horizon to ignore data before 23 July 2010.

Post's attachments

EURUSD 15 SR4.0 23 June to 23 July.xml 5.94 kb, 36 downloads since 2010-07-26 

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Re: Different approaches of generating perfect strategies

As each currency pair has its own personality, it may be difficult to get one strategy to work on all pairs, so also time frames.

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