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 !
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.
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