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Forex Forum → Forex Strategy Builder Professional → Generated strategy doesn't work in different date.

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Posts: 4

Topic: Generated strategy doesn't work in different date.

1- I generated a strategy for the period 2015-2019 using Data Horizon.
2- Then I extended the date period from 2001 to 2021 and tested this strategy over a longer period of time.
3- The strategy only work on 2015 to 2019 and does not work properly in extended date(2001 to 2021). I see this problem in many different generated strategy.

The image related to the strategy produced in the period of 2015 to 2019 and the image related to the performance of the same strategy in the longer period, i.e. 2001 to 2021, are attached.

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Re: Generated strategy doesn't work in different date.

Welcome Moazeni.

It looks like what you have is an "over optimised" strategy, basically meaning that the strategy has been created in such a way that it only works on the data that it was created on, not other data and definitely not data from the live markets.

Over optimisation is a vast topic and there is far too much to discuss in a single forum post.

It would seem you have done the correct thing and tested your strategy on Out Of Sample data, the result being that the strategy does not work.

My advice for you would to be to read up on curve fitting and over optimisation, and to choose a new strategy and try again.

Co-founder - Blue Capital Trading (https://www.bluecapitaltrading.com/)
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Re: Generated strategy doesn't work in different date.

thanks for your kindly advice.
I generated lots of strategies by using data horizon in the period 2001 to 2015. I chose all the strategies with good results during this period. Then I extend the strategy period to 2021 and unfortunately, none of these strategy performed properly.
I think this problem is very often in strategies which made by FSB Pro and we can not consider all these strategies over optimized.

How can we build a strategy using update data (2021) and make sure it is not over optimized and we can use it for the future? We can trust a strategy that works well in out of sample data.

Re: Generated strategy doesn't work in different date.

Try the following workflow:

1. Set the desired period for generating strategies in the Data Horizon
2. Open the Generator and set a proper collection name. Run the Generator.
3. You can see your collection in Repository -> Collections. You can "save" it.
4. Set the complete data via Data Horizon or load a new data set.
5. Go to Repository -> Multi Tester, select your collection and recalculate it.

You will be able to find strategies that work on unknown data in that way.

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