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Old 04-24-2008, 12:26 PM
mikkom mikkom is offline
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Quote:
Originally Posted by mcbalta View Post
there is no magic solution that will work on all pairs and all times. start point: clear this dream, focus on some pairs. curve fit on them
Thank you for your comment,

Anyway there are strategies that will work on some currencies and at all times work on over let's say 60% of pairs. You can't reliably get the results for these strategies if you test the pairs individially because at some periods the strategies give poor results and at other times they don't. Therefore you have to test their combined results on multiple currencies on the same time to get the actual results.

If you have a strategy that only works on one pair it's most certainly curvefitted.

Also some strategies are based on mixed combination of pairs based for exmaple on their relative strenghts. You just can't test these strategies on tester that only tests individual pairs.

Also if you have strategy that is working on multiple pairs, you still have to do manual money management and I don't want to do that. I want my money management to be based on solid mathematics and testable results on long range data.
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