I use a setting to generated strategies in EURUSD & GBPJPY
It’s works fine
per 30 minutes one strategy at least
But when put that setting to generate strategies in XAUUSD, over 6 hours, there is no any strategies generated
i found that the most strategies is failed at additional market in cross-check.
Additional market here i use different time from build stage as second and third OOS test
2003-2017 used by build stage
2017-2018 additional market 1
2018-2019 additional market 2
the filter is only return/DD need to greater than 0.25 for both additional market test
It seems that strategies generated is very hard to forecasting the XAUUSD market behavior in future
when you guys see that you are very hard to generate strategies, what would you do?
if you build on whole 14 years and as a OOS you are using only 2 years of data – this is nonsense – you are oveoptimizing the backtest
build for example only on 3 years of data as IS, anything else leave as OOS
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