Hi Juju,
Thanks for sharing your idea.
The strategy suffer from over optimization as you can see with 100k bars of out of sample testing. It is always a good idea to optimize with split periods between In Sample and Out Of Sample periods, to validate robustness of optimized variables.
Thank you Nicolas for the long term back testing ! 2019 alone seems a very good year, which is not the case the years before… Indeed, TP and SL are optimised only with my 100 approach, maybe someone could fin best values in the long term ? What would you advice for me with only a 100K approach ?
