XAUUSD is hard to get new strategies in same setting

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?

 

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.

 

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?

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

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

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