Dow Jones Momentum Breakout 10M, how to improve my strategy?
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Got this tested in 100K bars with 98% WFE. Still I need guidance how to improve the strategy. ITF attached for review.
Regards,
Rolando
Its clearly overoptimized.
Pic includes 200K test.
Ur exit is pretty crazy, ur asking for a cross under/over for both RSI and Bollinger bands, maybe u ment to have in the code “c5 OR c6” and not “c5 AND c6”
the entry is just pure overoptimizing. Try to not optimize on 100% of your data, it will destroy stuff.
Also try to stick to 15, 30 or better yet 1h, because you get a lot more data to work with. more data = key ingredient
Edit: at least in my personal experience, if you take 3,4,5 indicators and just optimize them on 100% of your data, the backtest might look nice, but try the same on 50% of your data then check 100% of the data when your done optimizing. if its shit (which it will be 99/100 times) just throw it away or make big adjustments..
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 01/24/2019 |
| Status: | Active |
| Attachments: | 5 files |