Disliked{quote} I see. So you suggest to try to combine strategies in a portfolio that maximizes the Risk Adjusted Return found by MC simulation. I see how that forces the portfolio to be diversified, so it will probably include strategies with parameters that are far apart like the 3 red boxes @PipMeUp selected in his heatmap in post #33. Does that also imply robustness? Or does diversification in general already imply robustness? @FXEZ seems to think so. The only thing that worries...Ignored
/Matt
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