Market is changing every month. Any system to be good has to prove to work in 1 or 2 years at least. Many systems work when market is trending, but then comes a ranging low volatility period that can kill your account fast. Would be a good approach to optimize the parameters of indicators or EA's.. to work better in previous week for example, expecting next week to be a similar week? I know market can dramatically change next week, but it shouldn't make sense to optimize it with january data for example. Isn't it? My question is if if makes sense to optimize a system for each week or month instead of using the same fixed system for all the year which can give you many pips one month but lose more in another month. Or you could have two systems, one for high volatility months and one for ranging months. The question is how to predict when to use one or another.
I know it is impossible, but each month in the year has statistical characteristics in volatility, for example. before christmas, or in holiday... etc
I would like to open this thread to discuss a little about it... when do you think there is more volatility in the year, or how to implement an auto optimization EA where parameters of indicators change dynamically.
I know it is impossible, but each month in the year has statistical characteristics in volatility, for example. before christmas, or in holiday... etc
I would like to open this thread to discuss a little about it... when do you think there is more volatility in the year, or how to implement an auto optimization EA where parameters of indicators change dynamically.