TICK DATA vs M1 DATA

I don’t understand.

Using “Build Strategies”, M1 DATA, Timeframe M5, on EURUSD : I generated 300 strategies that are Profitable in IS and OOS, that have a Profit Factor above 1.2 in IS and OOS, that have a DD% below 40% in IS and OOS, and a Return/DD above 2.5 in IS and OOS.

Then I send them to re-test and I use TICK DATA.

NOT A SINGLE ONE strategy is profitable now…

 

What is the point of using other data than TICK DATA to Build Strategies ?

OK it is faster, but if you scrap all your strategies in the Retest, than I am not saving any time !

 

Hi Thomas,

I think the strategies are all curvefitted.

How do you generated this strategies.

How long was IS and OSS

 

Hello,

I used Dukascopy data.

IS = 05.05.2003 to 01.07.2011

OOS = 01.07.2011 to 31.12.2014

 

In the Genetic evolution, I chose : population 100, generations 100

In the Building blocks I selected almost everything except Dojis.

And I selected symmetric Enty and Exit strategies for Long and Short.

 

 

You can post your settings here I will check it on my machine.

thomas

Hello, you can post zipped settings file now. We are also extending allowed file extension for forum uploads