Hi All,

I found PRT WF does not work for me to find the best parameters set. Here’s my way…

1. Extract all results from 500 sets of variables on IS (60%) and OOS (40%)
2. VLOOKUP OOS with IS with same set variables to have compute overall Gain, Trades, Win Rate, etc..
3. To eliminate bad sets of variable by excludes negative OOS Gain
4. Shortlisted lines having consistent winning rate (e.g. > 55%) on each IS, OOS and IS+OOS separately
5. Shortlisted lines having consistent overall average Gain with computation of “AvgGain (OOS)/AvgGain (IS)” must >-25%  and < 25% (to avoid unwanted equity spike)
6. Through step 3 to 5, lines should be reduce to only few lines and these variables should be good one (e.g. 20 lines)
7. Finally, I will select one of them which generates the best OOS and its total trades (IS + OOS) must > than 50% of average trades (IS + OOS) from 20 shortlisted lines

I am more comfortable with the results vs build-in WF from PRT but its super tedious and heavy workload (if to validate each major forex pair + different time frame). My problem with build-in WF is that it’s only show the variables with Top Gain. In my opinion, consistent & steady variables are more realiable vs Top Gain.

Your feedback are welcome and I hope to learn something from your advice.

Br,

CKW