Tag: profit factor
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
Topic-Based Filter VS. Mixed Criteria Filter #1
Home I apply a topic based filter here, sorting by the best IS, followed by the best
SQX and FTMO setup #2 ranking – parameters
Home To ensure your trading strategy aligns with FTMO guidelines and efficiently trades XAUUSD while managing risk
Use ranking in portfolio maser with Full data not IS, OOS
Home Yes, your approach is valid and makes sense. Here’s why using full data for ranking in
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)
What does it mean to be too high in a bad way
Home When certain performance metrics are “too high” in a bad way, it could indicate potential issues
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
What i must do after step 3 for final review and compare?
Home After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a
Profit factor, dd,sharp ratio, cagr/dd% and another must be same to xauusd rank filter right?
Home Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering
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