i like this combinate, let proceed
Great! Now that we're moving forward with the Trend + Breakout + Swing Trading combination, here’s the plan to proceed:
Steps for Optimization and Backtesting:
Initial Setup:
- Main Timeframe: H1 (for active signals).
- Sub Timeframe: H4 (for confirmation).
- Open Duplicate Orders allowed, with signals from Trend Trading (ADX, Ichimoku, MACD), Breakout (Bollinger Bands, ATR, Momentum), and Swing Trading (RSI, Fractals, MACD).
- Implement trailing stop and break-even with ATR or Parabolic SAR.
- Ensure RRR > 1:3 and close all trades by Friday.
Optimization:
- Risk and Lot Size Management: 0.01 lots per $100 balance, with risk percentage on the account.
- Sequential optimization for additional timeframes like M30/H4, M15/H4, M5/H4 to explore robustness across different market conditions.
- Focus on finding the optimal parameters for indicators like ATR and Ichimoku to maximize profitability across both trending and volatile markets.
Backtesting:
- Using your M1 data over 20 years, run the backtest for IS (In-Sample) and OOS (Out-of-Sample) periods.
- Analyze performance metrics: Profit Factor, RRR, Stability, Drawdown, and Win/Loss ratio.
Validation:
- Post-backtest, validate on OOS data to ensure consistency and reliability in live market conditions.