Tag: max dd
This pairing will help reduce the amount of EA and save time
Home So give me re-arrange 5 pairs like this without duplicating filters for maximum efficiency. Sure! Here
Adapting and Understanding some Popfirm rules
Home To help you optimize for the FTMO challenge, here are detailed points addressing your questions: Daily
Classify the values that should be in each sections, min – max
Home To classify the values for each metric you mentioned, I’ll provide typical ranges for minimum (min)
Maximize in possible value of all those ranking
Home Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd
Can i use filters like above for portfolio making
Home Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these
Ah yes i added these filters already in all step
Home ah yes i added these filters already in all step; Profit factor (IS) > 1.4 Ret/DD
Primary Filters for Portfolio Selection (Including IS and OOS)
Home Primary Filters for Portfolio Selection (Including IS and OOS) When building portfolios in Portfolio Master and
Suggested for 1 Portfolio Creation with IS and OOS Filtering
Home Suggested Approach for Phase 1 Portfolio Creation with IS and OOS Filtering In phase 1, the
Portfolio Creation IS/OOS.
Home For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term
What should I filter and rank Priority?
Home In phase 1, which says to create 4-6 portfolios, in this part, what should I filter
IS and OOS.
Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should
Profitable ranking/filter.
Home Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean