Did a quick run with my strategy optimizer / analyser on GBPCAD 30 minute chart, 2018-2019
I used 10% of the data to optimize the settings, and used the remaining 90% for forward testing the settings found
Also ran a monte carlo test to make sure the results are not curve fitted
Now.. as you can see.. there are indeed better settings then the 20 pips gridsize & 50 pips take profit target
which will have a much lower drawdown. Offcourse we need to do some more testing and i'll be doing larger runs
but these first results are pretty promising
I used 10% of the data to optimize the settings, and used the remaining 90% for forward testing the settings found
Also ran a monte carlo test to make sure the results are not curve fitted
Now.. as you can see.. there are indeed better settings then the 20 pips gridsize & 50 pips take profit target
which will have a much lower drawdown. Offcourse we need to do some more testing and i'll be doing larger runs
but these first results are pretty promising
6