Topic: profit and optimization


In your opinion, what is the good compromise between profit maximization and optimization period?

Let me explain:

I want to maximize profits on a system in 5 minutes ...

do you think we should optimize the system every day?
how many bars do you think it is wise to optimize?


Re: profit and optimization

you have good questions, from what I've learned I think you should carry out a test to get answers for your questions. I suggest forward-testing (use OOS in optimizer) because then you'll get a clear hint how your strat would perform in real trading (though setbacks are still possible).

There are many variables which affect the end result, and they seem to be strategy, data, indicator specific, so define your issues, test them, and compare results - that's the best way to get max out of your strat!