I have generated some strategies with the following process.
1) Random Generation with Eurusd–fhdb-data
parameter:Attachments in this forum are visible only for registered users.
2) I Found following good strategy.Attachments in this forum are visible only for registered users.Attachments in this forum are visible only for registered users.
3) The robustnesstest was good an the equitycurve was good too. So I decided to make an forward test with fhdb and dukadata
forward with fhdb-data(graphic below)Attachments in this forum are visible only for registered users.
forward with duka-data(graphic below)Attachments in this forum are visible only for registered users.
4) I am happy, because I found a strategy who is good in Iss, Oss and this strategy is good on unseen data (1.1.2012-29.03.2013) too.
I think If I made a test with unseen data the EA can´t be curvefitted ????
5) In the next step I have done the following.
I checked this EA with data from 29.03.2013 till 10.10.2013(dukadata)
The result was the following.Attachments in this forum are visible only for registered users.
6) question: who can explain this?
I have done a forwardtest of a long period 29.03.2013 till 10.10.2013, I have done a robustness test. I have checked this EA with data from
dukacopy and fhdb.
All tests show me that this strategy is good.
And in the next step of unseen data this strategy is only loosing. I don´t understand this.
it is hard to say what could have been done better. I think you did almost everything from statistical point of view – the only thing more that can be done is WF Matrix.
We just have to realize that even multiple repeated tests on unknown data don’t guarantee anything,
I think multiple OOS testing they greatly reduces chance that strategy will be unprofitable, but that possibility is still there.
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