Here is my first strategy that passed the default coensio workflow and default WFM. What do you think? Any suggestions, thoughts, or insights?
It looks OK at first sight...however I would not trade RetDD of 5 unless it has been proven to be a super robust system, for example here are the steps you could do to verify it even more:
1. Run a full historical backtest with A. real ticks+real spread+commissions+added slippage and B. real ticks+'higher' custom spread+commissions+added slippage and see how it looks
2. Run through exhaustive 'MC test random trades' (to see the max expected DD at 98% confidence), 'MC test ATR' and 'MC test parameters' to verify visually resulting 'cloud' = spread of outcomes.
3. Analyze resulting Optimization profile and SPP graphs (from your Walk Forward Matrix)
Please always post your resulting pictures here so we can see it 🙂
P.s.: Did you also verify your broker allows trading on Sunday?
I have a problem with my workflow, I dont know is there any wrong with my setting ,when I build ed strategies it all came out $20.00 or less ,more little .Please help me to go through with my setting ,please see below my attachment .Thanks some reason I can not attach more than one so I will send couple time then .Thank again
This is the last one.Thanks for your help . I just have SQ from last Feb of 2019. This is my second workflow ,the first one nothing good at all and I did through default fo SQX .
1. Your OOS periods are overlapping this will not work. Just make sure you 'spread' your OOS periods over your data, I personally use 50% IS 50% OOS.
2. Disable or change winning percentage filter from 50% to 30%. You do not need 50% winning rate to be profitable
3. Disable commissions during generation step it slows down whole SQX
4. I would also not do MC during generation, it slows things down...
5. For fitness filtering just use Ret/DD as target, a complex fitness function will not work well..
Thanks for your help .I will adjust what you suggested ,I will let you know the result