Table of Contents
These are the steps for creating our EA, based on our conversation. Please clarify and analyze which parts take too long. My complete EA creation steps:
A. Building..
1. Creating 20 strategies using Genetic Evolution.
1.1 Breakout Strategy
1.2 Carry Trade Strategy
1.3 Cycle-Based Trend Reentry Strategy
1.4 Day Trading Strategy
1.5 Dynamic Momentum and Price Rejection Strategy
1.6 Grid Trading
1.7 Market Chaos and Divergence Strategy
1.8 Mean Reversion on Trend Weakness
1.9 Multi-Timeframe Divergence Strategy
1.10 News Trading
1.11 Oscillator Reversion and Momentum Burst Strategy
1.12 Position Trading
1.13 Price Action Trading
1.14 Range Trading Strategy
1.15 Retracement Trading
1.16 Scalping Strategy
1.17 Sentiment and Momentum Reversal Strategy
1.18 Swing Trading
1.19 Trend Channel Momentum Strategy
1.20 Trend Trading Strategy
* Using TF H1/H4 – Opened Timeframe – Ranking Profit > 1.4 Ret/DD >4 Min trade per month > 2 – No Cross check / Rubustness test
** Entering always includes Enter at market / Reverse / Stop / Limit pending
*** Filtering each step with 25 entries per market entry type, totaling 100 entries per main category, and a total of 2000 entries.
**** Enabling Exit types: MoveSL2BE / SL2BE add pips / Profit target / Stop loss / Trailing stop / Trailing activation / Exit rules
***** Trading option: Friday Exit 23:00
****** Money management: Risk fixed % of account
A. Building Improved
• Create 20 strategies using Genetic Evolution, which takes time for filtering and refining.
• Filtering 25 strategies for market entry and multiple exit options increases processing time.
• Setting money management complicates calculations.
B. Melting..
2. Testing all 2000 results backtested with all 30 currency pairs, separating timeframes into 10 TFs.
2.1 H1/H4 – M30/H4 – M15/H4 – M5/H4 – M5/H1 – M15/H1 – M30/H1 – M15/M30 – M5/M30 – M5/M15
2.2 Combining the above results for Automatic Retest by changing Precision to 1-minute data tick simulate, but adhering to the original trading settings.
2.2 Adding Monte Carlo trades manipulation – Monte Carlo retest methods and Sequential optimization by changing values in the respective EAs.
2.3 Saving successful files in Folder @Blender
2.4 Automatic retest using only Walk-Forward Matrix.
2.5 Saving successful files in @Melted
B. Melting Improved
• Backtesting 30 currency pairs and various timeframes is time-consuming, especially with trading value changes and Monte Carlo testing.
• Automatic retests with 1-minute tick data and Walk-Forward Matrix require high computational power.
C. Ending..
3. Loading all files in @Blender into the Initial Population to create entirely new EAs, repeating 30 times (30 currency pairs).
3.1 Creating 5 new steps: Build Martingale / ATM / Everyday Exit / Risk % account, and using all Exit types.
3.2 Automatic retest with the original trading settings for 5 timeframes (H1/H4 – m30/h4 – m15/h4 – m5/h4 – m5/h1 – m15/h1 – m30/h1). Using the original settings for Opened timeframe. Using Monte Carlo, both (trades manipulation and retest methods), and Sequential optimization. Adding strategies that passed.
3.3 Automatic retest for all, another round, with 1-minute data tick simulation, with both Monte Carlo (2 versions) and Sequential optimize as before.
3.4 Automatic retest for all, another round, using walk-forward matrix.
C. Ending Improved
• Loading files in @Blender to create 30 new EAs is time-intensive, particularly with additional strategies.
• Multiple automatic retests using Monte Carlo and Sequential Optimization increase processing time.
Conclusion:
Suggestions include reducing strategies and pairs tested, considering partial parameter adjustments, and using more efficient processing tools to save time.
