Topic: Best way to optimize M5 or M1 strategies
I am trying to find the best way to optimize M5 or M1 strategies, only price opening, so that they are consistent.
Due to the large number of full history bars, this becomes a rather complex task.
1) Optimize for the entire period using genetic algorithm and few variations in each parameter, until filtering the main intervals of setups;
2) Divide the large period into several smaller periods and optimize each of them, taking the average of the optimizations to define the best setup;
Do you use any of the above methods? Any other suggestions?
Thank you in advance for your opinion.