Stepan Smid / Профиль
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Hello,
I used genetic algorithm for strategy ( EA ) build > source data = M1 candles and history of last 14 years
For one strategy spent around 15 backtested hours, 3 retesting modes, optimalization test and Walk Forward Matrix test as well ( WFM tested on last year from available source data )
I´m focused to develop low-risk and long-life strategies, with drawdown max 3% and yield 2-3% monthly ( yield is weighted average of 2 years )
EA could be send as .ex4 ( workable at MT4 platform )
P.S. : It´s better to have a portfolio of strategies to diversify risk ( do not rely on just one EA... )
Stepan
I used genetic algorithm for strategy ( EA ) build > source data = M1 candles and history of last 14 years
For one strategy spent around 15 backtested hours, 3 retesting modes, optimalization test and Walk Forward Matrix test as well ( WFM tested on last year from available source data )
I´m focused to develop low-risk and long-life strategies, with drawdown max 3% and yield 2-3% monthly ( yield is weighted average of 2 years )
EA could be send as .ex4 ( workable at MT4 platform )
P.S. : It´s better to have a portfolio of strategies to diversify risk ( do not rely on just one EA... )
Stepan
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