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14. 9. 2020

EU M15 Builder Config

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I am new. Please pardon me if i am not asking professional or sensible questions. Are the specific build config for EURUSD M15 strategies for IS and OOS? Will the ranking below make sense?
(a) Profit Factor > 1.3
(b) Ret/DD Ratio > 1.5
(c) #trades > 200
(d) Winning percentage > 40%

Thank you.

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Hani Hamdan

9. 12. 2020 4:06 pm

#of trades depends on the data range you are testing, I think your numbers are high, try to generate strategies with less strictness, then do more robustness tests.
If you want I have created a workflow and posted below, try it and let me know:
https://strategyquant.com/forum/topic/custom-projects-workflow/

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