testing EA
Are the results of my EA good or bad? What's your numbers?
For my +/- tests I did not look at expectancy and its components, I was looking for profit/loss just to get a feel for what to expect if conditions change. I have all the numbers for my main settings, but here I am more interested in how wide the parameters usually deviate before a good system looses its attractiveness. I am assuming that everyone who is using any EA or any system, even manual if it has defined rules, has to answer that question.
So, if I rephrase my question: if a system with its variables changed +/- 5% is still doing OK, with its variables changed +/- 10% is barely passable, and with the parameters changed at +/- 20% does not work, is it a good system? Would like to compare it against someone's system which is performing well (at least for a year).
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It is actually about testing any set of trading parameters, not only for EAs.
So, I have an EA and a set of settings for currencies of my choice. Now I checked it for robustness by changing all variables up and down. The results loosely remind the Bell curve.
When I am changing variables +/- 5% I am getting OK results. When I am changing variables +/- 10% I am getting worse, but still mostly positive results. When I am changing variables +/- 20% the system mostly loosing.
An example would be if I have a 'default' MA 100, I was changing it to 5% - 95 and 105, 10% - 90 and 110, and 20% - 80 and 120.
Are the results of my EA good or bad? What's your numbers?