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Originally Posted by fikko
After a few weeks of forward test on single currecy USDJPY, I haven't found good way to do setting.
1. I use 2 months past data, tuning for the best setting (eq. October 1st - December 1st 2006)
2. Applying it for the next following week on Monday (Dec 4) and use it until friday (Dec 8)
3. Then re-calculate the best setting with 2 months data (eq. October 8th - December 8th)
4. Use the new setting for week (11-15 December).
I've done this for a few weeks, but the result is not good. Phoenix can have more than 90% winning in back test, but it couldn't predict future.
The big question is still Historical time frame to be used and when to use it and its lifetime. We need to use setting ahead the market.
One more thing, on slower market, the Take Profit should be adjusted to 30-35 for it to perform. SL should be 60... TP/SL =80/80 wouldn't be good in slow market.
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Let me cry wolf one more time, Daraknor.
This is what I been saying, your optimization is of no use. If you would of done the testing as seggested you'd be ahead of the game.
Theres a lot of knowledge embedded in the above statments. You all need to open your eyes and look at this a new.
Some of you dont like the way I do things, thats fine. You will not get any strate answers from me, just directions to the answers and more questions that need answering. If your not into doing the testing or work needed to find the answers then what I have to say will not be of any value to you. You can not learn by having some one give you the answers. You out of school now and in the real world.
The CockeyedCowboy