now i've over 3x,000 Strs. from XAUUSD. for best way i need to adapting those tons of Strs to another pairs like AudUsd what ill do by a. retest b. directly optimize c. new build from those strs for initail str
To adapt your 30,000 XAUUSD strategies to another currency pair like AUDUSD, here’s a breakdown of the best approach for each option:
Option A: Retest
- Explanation: Run the existing XAUUSD strategies on AUDUSD data without changing any parameters.
- Pros:
- Quick Validation: Gives an initial indication of which strategies perform well on a different pair.
- Robustness Check: Helps identify strategies that are adaptable to different market conditions.
- Cons:
- No Optimization: Strategies may not perform as well without adjustments specific to AUDUSD’s characteristics.
- Best Use Case: Use this approach to filter out strategies that work well on both pairs without modification.
Option B: Directly Optimize
- Explanation: Use the XAUUSD strategies as a base and optimize their parameters for AUDUSD.
- Pros:
- Better Performance: Allows the strategies to adapt their parameters to AUDUSD’s unique behavior.
- Fine-Tuning: Ensures that strategies are more specifically suited for the new pair.
- Cons:
- Time-Consuming: Optimization takes time and computing power.
- Risk of Overfitting: There’s a chance of over-optimization, making the strategy less robust in live trading.
- Best Use Case: Use this approach when you need to adapt high-potential strategies to a new pair and improve their performance.
Option C: New Build from Existing Strategies for Initial Strategy
- Explanation: Use insights and structures from the XAUUSD strategies to build new initial strategies for AUDUSD.
- Pros:
- Customization: Allows for incorporating lessons learned from XAUUSD strategies while tailoring them for AUDUSD.
- Better Adaptability: The resulting strategies can be optimized specifically for AUDUSD from the start.
- Cons:
- Takes Longer: Building and testing new strategies requires more time and effort than retesting or direct optimization.
- Best Use Case: Ideal when you need the most tailored and potentially robust strategies for AUDUSD.
Recommendation:
- Start with Option A (Retest): Quickly filter out adaptable strategies to see which ones perform well on AUDUSD without any modifications.
- Proceed to Option B (Directly Optimize): Optimize the top-performing strategies from the retest phase to enhance their performance on AUDUSD.
- Use Option C (New Build): If you find that most strategies require significant adjustments, build new initial strategies using the structures and successful elements from the XAUUSD strategies.
This approach allows you to balance speed, adaptability, and performance to create a robust set of strategies for AUDUSD.