Home Forums Historical Data Use of Historical data & Data Horizon Reply To: Use of Historical data & Data Horizon

#66727
User Avatarrichard
Participant

Yes I always use monte carlo as Petko teaches….  Set it to run within the reactor.  The reactor can hold a maximum of 300 into the collection.  I run up to 10 reactors at a time.  6 on one PC and 4 on another.  I run them continuously at times and it has taken weeks and maybe months to get the number of strats I am talking about.  Of course there will be a point when it is no longer a benefit to keep adding more and more strats and may even have negative effects……  I don’t know yet.  I just keep running multiple side by side tests all the time to identify any consistent edges that I can add to the system…..  I would probably just stick with 4 pairs like the EURUSD GBPUSD EURJPY GBPJPY if you are fairly new….This will give you the 4 main pairs evenly traded. (Each currency appears twice each)  Create a few 100 strats for each pair and then experiment on how you will filter them to say a top 10 of each.  Then trade all 40 together on one MT4.  One of the key things I have learnt from Petko and my years of manual trading before coming here is to keep the currencies balanced for each MT4…..  One of the bigger questions I have pondered lately is do you filter the trades more thoroughly initially and then possible run them for a shorter period of time (1 week) or do you not filter them so stringently and let them run for say a month but then apply some filtering as you go along to cull the poor performers….  If you have read through my posts in the last month I feel more comfortable creating a large amount of strats, filtering them more stringently and then let them run for 1 week.  I am aiming to start them Monday morning and then shut them down at the end of the week and be out of the market over the weekend.   I will have to see how I go……. Without getting to philosophical I believe that you have to ultimately make your own system that aligns with your personality. Any way enough ramblings for now……..

Shopping Cart