I suggest......... very few indicators in a strategy, do optimize, do Monte Carlo, do Multi Markets thoroughly and carefully and do 'Walk Forward'.
Walk Forward will show you weaknesses quickly, it is well worth the time and effort and it is really easy in FSBPro. When doing it, examine the journal for each period to look for trouble spots.
I suggest using ony a couple indicators as that is where problems can be avoided. it may take more time to get a strategy but will save you from trouble when trading.
I also suggest that you stay away from the lower time frames and I know that few will agree with me hahaha
The data points are much clearer on the higher time frames... I am meaning 4 hour and daily.
Set high standards in your filtering, work with only the best..
I have been 'wahed and rinsed' by the market many times, learned the hard way. lol
My 'secret' goal is to push EA Studio until I can net 3000 pips per day....