26. 11. 2021

5 1

Custom Project for Building and Testing Gold Strategies H1


All information including workflow settings and example strategies shared on the website is intended solely for the purpose of studying topics related to the usage of StrategyQuant software and is in no way intended as a specific investment or trading recommendation.
Neither the website operator nor the individual authors are registered brokers or investment advisers or brokers.
If specific financial products, commodities, shares, forex or options are mentioned on the website, it is always and only for the informational purposes.
The website operator is not responsible for the specific decisions of individual users.

Building strategies for Gold on H1:
Input Sample to generate strategies: 2009.01.01 to 2019.01.01
OOS1: 2003.05.05 to 2008.12.31
OOS2: 2019.01.01 to latest data
Stop-loss and Take-profit: ATR and/or Indicators
Mode: Random Generation
Important Note: Spread used is 60, although my broker show it as 45, but to be on the safe side I took the default value.

Slippage, Different time frames, Different Monte Carlo tests (Exact, Resample, Slippage, Skipping, Historical, Parameters, Overall test), last OOS2.


I would love if you can share your thoughts to enhance it, and let me know if you could generate good strategies.

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28. 11. 2021 4:09 pm

Good idea ?