Strategy Tester Optimization Analyze

[Sergei Toroshchin]

Are there any tips what should be considered as a best result of strategy tester optimization's results?

Should I use best result from complex optimization or higher profit result? or maybe its better to use a variant with lower DD?

Who has experience in automated trading optimization?

[BlackOpzFX]

Sergei Toroshchin:

Are there any tips what should be considered as a best result of strategy tester optimization's results?

Should I use best result from complex optimization or higher profit result? or maybe its better to use a variant with lower DD?

Who has experience in automated trading optimization?

You're asking the right questions... GOOD LUCK getting the right answer. The biggest problem is finding the right 'fitness' parameters for your EA. Try 'balance' and its usually gives you settings that mimic a freak trade that made the most money. Settings WORTHLESS for future use. Try all of the different 'tests' to see what can work for you and only trust parameters that can pass MT5 'forward' testing since most fail when used on a time period ahead of them. Try 3 months optimize with 1 month Walk-Forward and you'll notice that >70% of the GREAT parameters that the backtest showed were profitable FAILED when tested on the next month. ONLY use parameters that PASS. - So much more but this should keep you busy for a while... (you might get lucky and your EA works with the available 'tests' if not you can create you own criteria which can target what your EA considers 'good' trades)


Easy way to add "custom max" criteria to your optimizations | fxDreema

Creating Custom Criteria of Optimization of Expert Advisors - MQL5 Articles

[Yashar Seyyedin]

There is a performance measure here:

Profit factor * winrate * recovery factor

The bigger the better.

[Fernando Carreiro]

Your topic has been moved to the section: Expert Advisors and Automated Trading — In the future, please consider which section is most appropriate for your query.

[Henry Asaba Achankeng]

Sergei Toroshchin:

Are there any tips what should be considered as a best result of strategy tester optimization's results?

Should I use best result from complex optimization or higher profit result? or maybe its better to use a variant with lower DD?

Who has experience in automated trading optimization?

Personally the balance option is what I ended up using. Regarding the comment that most EAs would not do well in the walk forward test, I have the following ideas:

-The EA could be overfitted without considering other factors such as a news filter, monte carlo tests and what if scenarios. To solve this problem I generate some strategies

using the quant x strategy builder then import them back to MQL5 to maybe add a news filter (or give developers for other modifications)

-However just be cautious when choosing a developer, only you have your best interest at heart so beware.