Finally, I managed to create a strategy which works on all currency pairs which I tried... even if I change settings - it only adjusts risk, profits, stability, etc.
Now, I would like to go live but before that I want to analyze the best portfolio - combination of parameters and which pairs to use.
Do you know about some program where I would upload my MT4 Reports and it would provide me for example correlation matrix or other statistics about the "portfolio"? it would be great if the portfolios were created by the program itself (I know, tens of thousands of combinations...)
If you are aware of some open source SW I would be grateful for any tips!
I would run backtests on any Symbol of interest and put all trades into a tab-calculator.
Then you sort according to date of the trades and calculate the max. drawdown varying the symbols of that portfolio.
Easy but time consuming.