i'm building my automatic trading system.... i would like to know if there is a proven/solid method to analyze your past orders performance and find the optimal SL and TP levels in order to improve the strategy results. Of course without falling in the over fitting problem...
Any suggestion, or link to some readings, is appreciated ;)
I use the MT5 optimizer to determine best values.
I'm implementing the self optimization inside my EA, so i need to analyze myself the results and find the optimal values. Already done, and i've all the possible informations including MAE MFE etc... now i need the correct way to handle these informations and find the good value for SL and TP.