Test 3:
This is more what I am looking for…. Nice consistent gains. Another thing I am just starting to focus on is how well a Test handles things when the market moves against your positions. You can see in the demo that that big drop midweek was handled well by test 3 with a loss only about half the size of the demo. This is exactly what I am hoping to see….
You can see test 3 is now only running 20 of the 30 strategies that the demo is running. So 10 have been filtered out as not performing at this stage. Test 2 the stricter filtering has even less.
So for me finding the right filtering balance is very important. What I have learnt over the last few months is that light filtering works better then heavy filtering. If I try to remove too many strategies with strict criteria I don’t get as good results….
Light filtering appears to give the strategies enough room to prove themselves without getting taken out too early…
Any way these are just my ideas so please don’t take them as anything more than that….and test and prove your own systems….