Hi
i have an indicator based EA that uses a maximum stop-loss size, and has to values/parameter lengths for the one indicator, this is all the parameters.
When i optimise the indicator parameters, i select/save the optimum/most profitable values, then run the backtest based on these values.
Without doing anything else, i re-optimise the new optimum indicator values. Sometimes, this leads to a new pair of optimum parameters, with a different profit/loss level over the H4 6 month backtest . I may then save these optimum values, run the backtest with these new optimum values, then re-optimise these values, and the latest optimisation may produce some new optimum values .
How can this be so, when i haven't changed any other setting in between . Once the indicator parameters have been optimised once, these should be the "optimum" parameters. Re-optimising these indicator values should return the same indicator values ALL the time.
Is there a logical/systematic/rational/scientific explanation of this problem i have encountered??
Many thanks.
i have an indicator based EA that uses a maximum stop-loss size, and has to values/parameter lengths for the one indicator, this is all the parameters.
When i optimise the indicator parameters, i select/save the optimum/most profitable values, then run the backtest based on these values.
Without doing anything else, i re-optimise the new optimum indicator values. Sometimes, this leads to a new pair of optimum parameters, with a different profit/loss level over the H4 6 month backtest . I may then save these optimum values, run the backtest with these new optimum values, then re-optimise these values, and the latest optimisation may produce some new optimum values .
How can this be so, when i haven't changed any other setting in between . Once the indicator parameters have been optimised once, these should be the "optimum" parameters. Re-optimising these indicator values should return the same indicator values ALL the time.
Is there a logical/systematic/rational/scientific explanation of this problem i have encountered??
Many thanks.