But what’s your approach to optimization then?
To avoid it as much as possible by using mainly price action. If a strategy I create has one indicator with one variable that upsets me so I have to make sure that that one indicator works over a very broad range of variables. If it doesn’t and works great in one section of data with a value of 10 and the next with a value of 100 but a value of 10 would have failed then that strategy is straight in the bin. If I end up with two variables then they have to work over a very broad range of combinations. The 3D heat map in v11 is good for checking this out.
Market character is always changing and so finding one set of indicators with one set of values that work in all conditions (including a future market character that we may never have seen before) is like looking for the holy grail.
