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Forums>StrategyQuant>General Discussion>XAUUSD is hard to get new strategies in same setting

  • #240086|
    Customer
    23 Posts

    Hi all,

    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

    ex:

    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?

    any suggestion?

     

    #240109
    Customer
    385 Posts

    XAUUSD is very easy.  You need to change stop and target size .  Try and use  500-2000.  It is the same as 50-200 on Eurusd well in most cases and  it is probably the reason why You do not finding any strategies.

    #240117
    Customer
    23 Posts

     

    it’s no any limit in my setting, i use range 30 – 10000 pips

    Is it that influence that SQX hard to generate the strategy passed my filter?

    #240139
    tomas262
    Administrator
    1116 Posts

    Hi, what additional market do you use to verify XAUUSD strategies?

    #240149
    Customer
    23 Posts

    It’s XAUUSD, just use different start time & end time as i post

    ex:

    2003-2017 used by build stage

    2017-2018 additional market 1

    2018-2019 additional market 2

    #240177
    Customer
    197 Posts

    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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