Algorithmic Trading Course: London, New York & Tokyo system

[Ilan Vardy]

Hi Petko,

 

Me again 🙂

 

I am in the middle of the Algorithmic Trading Course: London, New York & Tokyo system course. I have run EA Studio on M15 history on all the currency pairs in the course. I have used various acceptance criteria – same as yours in the course (with the exception of max ambiguous bars, but with Min backtest quality of 98), as well as several different less strict. Count of trades – 100, profit factor of 1.1 only, and Monte Carlo at 20 trades, 80%, but I am getting very few, if any strategies created on some of the pairs. I have used historical data from JFD, as well as from DukasCopy from your app on the site, but still, I am finding very few strategies.

 

Any suggestions?

 

Thanks

 

Ilan

[Petko Aleksandrov]

Hey Ilan,

yep, this is normal because you are limiting the generator with the hours.

The more we limit it, the fewer strategies we see.

Make sure you are using the right trading hours. Not your local time, but use the time you see on the market watch.

This is the time of the broker and the time in the Historical data.

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