Backtesting, Genetic algrorithm and and and ;)
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First of all, hello.
this was the my main website for the last 2 months, and here is my first question.
i have read a lot about the bad quality of backtesting cause of broker "cheats" or over-optimization.
i developed a lot of scalpers in the last months, more or less successful on demo accounts, so i started to program trend analyzing advisors.
after very successful backtesting and VERY unsuccessful demo accounts i left this idea behind.
ok, next plan: goal is to develope some kind of neural net.
i use only the daily chart, and the EA trades only with Open-Prizes, this has two advantages, of course the optimization speed, and i assume the "broker-cheat" does not work on daily charts.
until now (cause of the annoying metatrader genetic algorithm) my EA has 5 indikators he can freely change and compare. (rules for this are all set by the genetic algorithm).
i know this is not a neural net, but only a test for the genetic algorithm.
and here are my questions:
what are the main criterias of such an EA?
on which value should i optimize?
currently the EA trades with variable lotsize. based on free equity. what about that?
i attached a pic of the test result with optimized profit faktor.
GPB-USD - D1 - 1999.11.08 - 2009.07.18
//Z