Tag: robustness

Home To help you optimize for the FTMO challenge, here are detailed points addressing your questions: Daily

Home Yes, your approach is valid and makes sense. Here’s why using full data for ranking in

Home When certain performance metrics are “too high” in a bad way, it could indicate potential issues

Home After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a

Home data precision whould be Selected timeframe only , 1 minute data tick or Real tick ?

Home Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering

Home When retesting strategies from XAUUSD on a new pair like AUDUSD, you should first consider retesting

Home To adapt your 30,000 XAUUSD strategies to another currency pair like AUDUSD, here’s a breakdown of

Home Suggested Approach for Phase 1 Portfolio Creation with IS and OOS Filtering In phase 1, the

Home In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies

Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust

Home When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric

Home then i got 400 from builds type : Exit everday 23:00, Exit on Friday 23:40, Exit