Analyzing changed environments & system behaviour
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Hello,
I have been trying to develop the scalping algorithm (with some 5 - 10 pips SL & TP) and i have encountered with the drastic change in the algorithm behaviour: I ran the back-test on 3 moths period, from 01.04.2021 to 30.06.2021 and it threw out this kind of lose/profit pattern -->>
https://imgur.com/kL5zbp9 (unfortunately not possible to post the embed image, so it´s visible on the URL only). https://imgur.com/kL5zbp9
so, as i said the whole picture is for 01.04 - 30.06, but on the date of approximately 10.06.2021 the algorithm changed the profit gain direction and went to opposite way. Since it´s a scalping and very low TP / SL levels, during 3 months period it gave out more than 500 trades.
My goal now is to detect, what changes have happened on this date (10.06.2021) in the market environment which caused such a strong opposition to the prior lose/profit trend.
For those, who are experienced in such analyses, what would be your approach, how would you start the investigation and research? What indicators, scripts, analyzing models would you recommend? Maybe some articles, method descriptions are available?
Thanks!